Strong Convergence Rates for Euler Approximations to a...

SIAM Journal on Numerical Analysis 2018 / 01 Vol. 56; Iss. 6

Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models

Cozma, Andrei, Reisinger, Christoph
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Volume:
56
Language:
english
Journal:
SIAM Journal on Numerical Analysis
DOI:
10.1137/17M1136754
Date:
January, 2018
File:
PDF, 979 KB
english, 2018
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