Notice of RetractionStochastic Differential Equations Numerical Simulation Algorithm for Financial Problems Based on Euler Method

Notice of Retraction

After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.

We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.

The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.

The financial problems often relate to many stochastic differential equations which is difficult to solve. Based on the traditional numerical methods for solving determinate ordinary differential equations (ODEs), the paper presents the numerical methods of stochastic ordinary differential equations (SODEs). The numerical methods mainly considered in the paper include Euler method and Euler method discusses three numerical schemes, i.e. explicit scheme, semi-implicit scheme and implicit scheme. Finally, the paper uses Euler methods to simulate linear stochastic ordinary differential equation. Numerical results indicate that Euler methods are the simple but have a certain practicality. In addition, all these Euler method including explicit, semi-implicit and implicit scheme in this paper can be applied to high-order stochastic ordinary differential equations, stochastic partial differential coefficient equations, and so on.