The order barrier for the L1-approximation of the log-Heston SDE at a single point


Mickel, Annalena ; Neuenkirch, Andreas



URL: https://link.springer.com/content/pdf/10.1007/978-...
Document Type: Conference or workshop publication
Year of publication: 2024
Book title: Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2022, Linz, Austria, July 17-22
The title of a journal, publication series: Springer Proceedings in Mathematics & Statistics
Volume: 460
Page range: 489-506
Conference title: MCQMC 2022
Location of the conference venue: Linz, Austria
Date of the conference: 17.-22.07.2022
Publisher: Hinrichs, Aicke ; Kritzer, Peter ; Pillichshammer, Friedrich
Place of publication: Cham
Publishing house: Springer
ISBN: 978-3-031-59761-9 , 978-3-031-59763-3 , 978-3-031-59764-0 , 978-3-031-59762-6
ISSN: 2194-1009
Related URLs:
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.




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BASE: Mickel, Annalena ; Neuenkirch, Andreas

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ORCID: Mickel, Annalena ; Neuenkirch, Andreas ORCID: 0000-0002-0419-1225

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