Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives - MaRDI portal

A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives

From MaRDI portal
Publication:6416182

arXiv2211.02528MaRDI QIDQ6416182

Aleksandar Mijatović, Romain Palfray

Publication date: 4 November 2022




Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)








This page was built for publication: A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6416182&oldid=36081579"
Powered by MediaWiki