Edgeworth type expansions for Euler schemes for stochastic differential equations


Mammen, Enno ; Konakov, Valentin


Document Type: Article
Year of publication: 2002
The title of a journal, publication series: Monte Carlo Methods and Applications
Volume: 8
Page range: 271-286
Place of publication: Zeist
Publishing house: VSP
ISSN: 0929-9629
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




+ Citation Example and Export

Mammen, Enno ; Konakov, Valentin (2002) Edgeworth type expansions for Euler schemes for stochastic differential equations. Monte Carlo Methods and Applications Zeist 8 271-286 [Article]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item