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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005061368