Code associated with the paper "An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations" by Desmond J. Higham. Original link given in paper (http://www.maths.strath.ac.uk/~aas96106/algfiles.html) has been deprecated.
JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochastic-Differential-Equations
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Code associated with the paper "An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations" by Desmond J. Higham. Original link given in paper (http://www.maths.strath.ac.uk/~aas96106/algfiles.html) has been deprecated.
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