Mijatović, A., & Palfray, R. (2022). A weak MLMC scheme for Lévy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives.
Chicago-Zitierstil (17. Ausg.)Mijatović, Aleksandar, und Romain Palfray. A Weak MLMC Scheme for Lévy-copula-driven SDEs with Applications to the Pricing of Credit, Equity and Interest Rate Derivatives. 2022.
MLA-Zitierstil (9. Ausg.)Mijatović, Aleksandar, und Romain Palfray. A Weak MLMC Scheme for Lévy-copula-driven SDEs with Applications to the Pricing of Credit, Equity and Interest Rate Derivatives. 2022.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.