On irregular functionals of SDEs and the Euler scheme
Year of publication: |
2009
|
---|---|
Authors: | Avikainen, Rainer |
Published in: |
Finance and Stochastics. - Springer. - Vol. 13.2009, 3, p. 381-401
|
Publisher: |
Springer |
Subject: | Stochastic differential equations | Approximation | Rate of convergence | Euler scheme |
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