MULTILEVEL MONTE CARLO ALGORITHMS FOR LÉVY-DRIVEN SDES WITH...

MULTILEVEL MONTE CARLO ALGORITHMS FOR LÉVY-DRIVEN SDES WITH GAUSSIAN CORRECTION

Steffen Dereich
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Volume:
21
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/29779371
Date:
February, 2011
File:
PDF, 1.69 MB
english, 2011
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