Edgeworth type expansions for Euler schemes for stochastic differential equations.
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2002
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| In: |
Monte Carlo methods and applications
Year: 2002, Volume: 8, Issue: 3, Pages: 271-286 |
| ISSN: | 1569-3961 |
| DOI: | 10.1515/mcma.2002.8.3.271 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1515/mcma.2002.8.3.271 Verlag, Volltext: https://www.degruyterbrill.com/view/j/mcma.2002.8.issue-3/mcma.2002.8.3.271/mcma.2002.8.3.271.xml?format=INT 
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| Author Notes: | Valentin Konakov, Enno Mammen |
| Item Description: | Online erschienen: 16.10.2009 Gesehen am 05.02.2018 |
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| Physical Description: | Online Resource |
| ISSN: | 1569-3961 |
| DOI: | 10.1515/mcma.2002.8.3.271 |