Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes

Publikation: Working paper › Forskning

Standard

Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes. / Rubenthaler, Sylvain; Wiktorsson, Magnus.

Københavns Universitet, 2003. s. 1-28.

Publikation: Working paper › Forskning

Harvard

Rubenthaler, S & Wiktorsson, M 2003 'Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes' Københavns Universitet, s. 1-28.

APA

Rubenthaler, S., & Wiktorsson, M. (2003). Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes. (s. 1-28).

Vancouver

Rubenthaler S, Wiktorsson M. Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes. Københavns Universitet. 2003, s. 1-28.

Author

Rubenthaler, Sylvain ; Wiktorsson, Magnus. / Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes. Københavns Universitet, 2003. s. 1-28

Bibtex

@techreport{5f7f424074c011dbbee902004c4f4f50,
title = "Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes",
author = "Sylvain Rubenthaler and Magnus Wiktorsson",
year = "2003",
language = "English",
pages = "1--28",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes

AU - Rubenthaler, Sylvain

AU - Wiktorsson, Magnus

PY - 2003

Y1 - 2003

M3 - Working paper

SP - 1

EP - 28

BT - Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes

CY - Københavns Universitet

ER -

ID: 44781