Efficient simulation of a new class of Volterra-type SDEs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bonesini, Ofelia, Callegaro, Giorgia, Grasselli, Martino, Pagès, Gilles
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Probability 60G22, 65C20, 91G60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2306.02708