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Edgeworth type expansions for Euler schemes for stochastic differential equations.

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Bibliographic Details
Main Authors: Konakov, Valentin (Author) , Mammen, Enno (Author)
Format: Article (Journal)
Language:English
Published: 2002
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

MARC

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