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65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020] |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] |
65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020] |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020] |
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] |
62L20 - Stochastic approximation [MSC 2020] |
91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
62L15 - Optimal stopping in statistics [MSC 2020] |