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

Publikation: Working paperForskning

  • Sylvain Rubenthaler
  • Magnus Wiktorsson
OriginalsprogEngelsk
UdgivelsesstedKøbenhavns Universitet
Sider1-28
StatusUdgivet - 2003

ID: 44781