A Control Variate Method for Weak Approximation of SDEs via Discretization of Numerical Error of Asymptotic Expansion
Year of publication: |
2020
|
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Authors: | Okano, Yusuke |
Other Persons: | Yamada, Toshihiro (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Monte Carlo Methods and Applications, Volume 25, Issue 3, 239-252 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 19, 2019 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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