Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing
| Year of publication: |
2008
|
|---|---|
| Authors: | Ninomiya, Syoiti ; Victoir, Nicolas |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 15.2008, 1-2, p. 107-122
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