"An analysis of approximation algorithms for iterated stochastic integrals ..."

Felix Kastner, Andreas Rößler (2023)

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DOI: 10.1007/S11075-022-01401-Z

access: open

type: Journal Article

metadata version: 2023-08-28

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Felix Kastner, Andreas Rößler:
An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox. Numer. Algorithms 93(1): 27-66 (2023)

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