Multilevel path simulation for weak approximation schemes...

Bernoulli 2017 / 05 Vol. 23; Iss. 2

Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs

Belomestny, Denis, Nagapetyan, Tigran
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Volume:
23
Language:
english
Journal:
Bernoulli
DOI:
10.3150/15-bej764
Date:
May, 2017
File:
PDF, 313 KB
english, 2017
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