A new higher-order weak approximation scheme for stochastic differential equations and the Runge–Kutta method
| Year of publication: |
2009
|
|---|---|
| Authors: | Ninomiya, Mariko ; Ninomiya, Syoiti |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 13.2009, 3, p. 415-444
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