Simulation studies on time discrete diffusion approximations
- 31 July 1987
- journal article
- Published by Elsevier BV in Mathematics and Computers in Simulation
- Vol. 29 (3-4), 253-260
- https://doi.org/10.1016/0378-4754(87)90135-2
Abstract
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This publication has 1 reference indexed in Scilit:
- Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applicationsPublished by Springer Science and Business Media LLC ,2005