On irregular functionals of SDEs and the Euler scheme

Rainer Avikainen

Year of publication:	2009
Authors:	Avikainen, Rainer
Published in:	Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 3, p. 381-401
Subject:	Stochastischer Prozess \| Stochastic process \| Variationsrechnung \| Variational method \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Theorie \| Theory

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