Weak approximation of stochastic differential equations and application to derivative pricing

Syoiti Ninomiya & Nicolas Victoir

Year of publication:	2008
Authors:	Ninomiya, Syoiti ; Victoir, Nicolas
Published in:	Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 15.2008, 1/2, p. 107-121
Subject:	Stochastischer Prozess \| Stochastic process \| Analysis \| Mathematical analysis \| Optionspreistheorie \| Option pricing theory \| Derivat \| Derivative

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