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"Stochastic approximation with averaging innovation applied to Finance."

Sophie Laruelle, Gilles Pagès (2012)

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DOI: 10.1515/MCMA-2011-0018

access: closed

type: Journal Article

metadata version: 2022-04-09

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  - https://dblp.org/rec/journals/mcma/LaruelleP12
Sophie Laruelle, Gilles Pagès:
Stochastic approximation with averaging innovation applied to Finance. Monte Carlo Methods Appl. 18(1): 1-51 (2012)

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