Discretising the Heston model: an analysis of the weak convergence rate

DOI:	https://doi.org/10.1093/imanum/drw063
URL:	https://academic.oup.com/imajna/article/37/4/1930/...
Additional URL:	https://arxiv.org/abs/1604.05540
Document Type:	Article
Year of publication:	2017
The title of a journal, publication series:	IMA Journal of Numerical Analysis : IMAJNA
Volume:	37
Issue number:	4
Page range:	1930-1960
Place of publication:	Oxford
Publishing house:	Oxford University Press
ISSN:	0272-4979 , 1464-3642
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Altmayer, Martin ; Neuenkirch, Andreas

Google Scholar: Altmayer, Martin ; Neuenkirch, Andreas

ORCID: Altmayer, Martin ; Neuenkirch, Andreas

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