Quantiles of the Euler scheme for diffusion processes and financial applications
Year of publication: |
2003
|
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Authors: | Talay, Denis ; Zheng, Zivu |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 13.2003, 1, p. 187-199
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Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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