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"On irregular functionals of SDEs and the Euler scheme."

Rainer Avikainen (2009)

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DOI: 10.1007/S00780-009-0099-7

access: closed

type: Journal Article

metadata version: 2022-03-16

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Rainer Avikainen:
On irregular functionals of SDEs and the Euler scheme. Finance Stochastics 13(3): 381-401 (2009)

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