Quantiles of the Euler Scheme for Diffusion Processes and...

Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications

Denis Talay, Ziyu Zheng
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Volume:
13
Year:
2003
Language:
english
Pages:
13
DOI:
10.1111/1467-9965.00013
File:
PDF, 117 KB
english, 2003
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