Strong convergence for Euler-Maruyama and Milstein schemes with asymptotic method
Year of publication: |
2014
|
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Authors: | Tanaka, Hideyuki ; Yamada, Toshihiro |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 2, p. 1-22
|
Subject: | Strong convergence | asymptotic method | multi-level Monte Carlo | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Wirtschaftliche Konvergenz | Economic convergence |
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