Deterministic Quadrature Formulas for SDEs Based on...

Deterministic Quadrature Formulas for SDEs Based on Simplified Weak Itô–Taylor Steps

Müller-Gronbach, Thomas, Yaroslavtseva, Larisa
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Volume:
16
Language:
english
Journal:
Foundations of Computational Mathematics
DOI:
10.1007/s10208-015-9277-5
Date:
October, 2016
File:
PDF, 982 KB
english, 2016
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