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Search: subject:"Euler-type methods"
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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 : JFC
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014486902
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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
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014342066
Saved in:
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