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


Neuenkirch, Andreas ; Shalaiko, Taras


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 (Neuenkirch 2013-)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Neuenkirch, Andreas ; Shalaiko, Taras (2016) The maximum rate of convergence for the approximation of the fractional Lévy area at a single point. Journal of Complexity Amsterdam 33 107-117 [Article]


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