Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Levy processes /
| Основен автор: | Rubenthaler, Sylvain |
|---|---|
| Други автори: | Wiktorsson, Magnus |
| Формат: | Статия |
| Език: | English |
| Публикувано: |
Copenhagen :
University of Copenhagen.
|
| Серия: |
Preprint. Department of applied mathematics and statistics University of Copenhagen.
no 3 |
| Предмети: |
| Налични ИМИ | Сигнатура: |
P98I |
|---|