The maximum rate of convergence for the approximation of the fractional Lévy area at a single point

DOI:	https://doi.org/10.1016/j.jco.2015.09.008
URL:	http://www.sciencedirect.com/science/article/pii/S...
Document Type:	Article
Year of publication:	2016
The title of a journal, publication series:	Journal of Complexity
Volume:	33
Page range:	107-117
Place of publication:	Amsterdam
Publishing house:	Elsevier
ISSN:	0885-064X
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Subject:	510 Mathematics