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~person:"Neuenkirch, Andreas"
~subject:"Einführung"
~subject:"Experiment"
~subject:"Theorie"
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Neuenkirch, Andreas
Platen, Eckhard
13
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Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014342066
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2
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014486902
Saved in:
3
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Kloeden, Peter E.
;
Neuenkirch, Andreas
;
Pavani, Raffaella
-
2011
Persistent link: https://www.econbiz.de/10009305696
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