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

Mickel, Annalena ; Neuenkirch, Andreas

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.

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BASE: Mickel, Annalena ; Neuenkirch, Andreas

Google Scholar: Mickel, Annalena ; Neuenkirch, Andreas

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

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