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Weak approximation of stochastic differential equations and application to derivative pricing

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Ninomiya, Syoiti, Victoir, Nicolas
Format:	Preprint
Publié:	2006
Sujets:	Probability Numerical Analysis 65C30, 65C05
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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