A new extrapolation method for weak approximation schemes...

A new extrapolation method for weak approximation schemes with applications

Oshima, Kojiro, Teichmann, Josef, Velušček, Dejan
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Volume:
22
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/11-AAP774
Date:
June, 2012
File:
PDF, 350 KB
english, 2012
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