Huynh, Huu Tue.

Stochastic simulation and applications in finance with MATLAB programs / Huu Tue Huynh, Van Son Lai and Issouf Soumaré. - xvi, 338 pages : illustrations ; 25 cm. + 1 CD-ROM (4 3/4 in.) - Wiley finance. .

Includes bibliographical references (p. [327]-338) and index

9780470725382


Finance--Mathematical models.
Stochastic models.