An Arbitrary High Order Weak Approximation of SDE and Malliavin Monte Carlo : Analysis of Probability Distribution Functions
Year of publication: |
2019
|
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Authors: | Yamada, Toshihiro |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation 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: SIAM Journal on Numerical Analysis, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 16, 2019 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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