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Approximation of Non-Lipschitz SDEs by Picard Iterations
Baptiste, Julien, Grepat, Julien, Lepinette, EmmanuelVolume:
25
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2018.1507749
Date:
March, 2018
File:
PDF, 2.30 MB
english, 2018