"The Optimal Discretization of Stochastic Differential Equations."

Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter (2001)

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DOI: 10.1006/JCOM.2000.0570

access: open

type: Journal Article

metadata version: 2021-02-16

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Norbert Hofmann, Thomas Müller-Gronbach, Klaus Ritter:
The Optimal Discretization of Stochastic Differential Equations. J. Complex. 17(1): 117-153 (2001)

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