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"A new simulation scheme of diffusion processes: application of the Kusuoka ..."

Syoiti Ninomiya (2003)

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DOI: 10.1016/S0378-4754(02)00251-3

access: closed

type: Journal Article

metadata version: 2020-03-04

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Syoiti Ninomiya:
A new simulation scheme of diffusion processes: application of the Kusuoka approximation to finance problems. Math. Comput. Simul. 62(3-6): 479-486 (2003)

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