On the simulation of iterated Itô integrals.
From MaRDI portal
Publication:1879510
DOI10.1016/S0304-4149(00)00053-3zbMath1047.60052MaRDI QIDQ1879510
Magnus Wiktorsson, Tobias Rydén
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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