An Approximation Scheme for Diffusion Processes Based on an...

Asia-Pacific Financial Markets 2015 / 5 Vol. 22; Iss. 2

An Approximation Scheme for Diffusion Processes Based on an Antisymmetric Calculus over Wiener Space

Yoshikawa, Kazuhiro
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Volume:
22
Language:
english
Journal:
Asia-Pacific Financial Markets
DOI:
10.1007/s10690-014-9199-2
Date:
May, 2015
File:
PDF, 226 KB
english, 2015
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