A Second Order Weak Approximation of SDEs Using Markov Chain Without Levy Area Simulation
Year of publication: |
2018
|
---|---|
Authors: | Yamada, Toshihiro |
Other Persons: | Yamamoto, Kenta (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Markov-Kette | Markov chain | Simulation | Theorie | Theory |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 28, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3257365 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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