Sharp L1-approximation of the log-Heston stochastic differential equation by Euler-type methods

DOI:	https://doi.org/10.21314/JCF.2023.002
URL:	https://www.risk.net/journal-of-computational-fina...
Document Type:	Article
Year of publication:	2023
The title of a journal, publication series:	The Journal of Computational Finance
Volume:	26
Issue number:	4
Page range:	67-100
Place of publication:	London
Publishing house:	Infopro Digital Risk
ISSN:	1460-1559 , 1755-2850
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: Mickel, Annalena ; Neuenkirch, Andreas

Google Scholar: Mickel, Annalena ; Neuenkirch, Andreas

ORCID: Mickel, Annalena ; Neuenkirch, Andreas

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