Derivative-free weak approximation methods for stochastic differential equations in finance

Kristian Debrabant, Andreas Rößler

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Original languageEnglish
Title of host publicationRecent Developments in Computational Finance : Foundations, Algorithms and Applications
EditorsThomas Gerstner, Peter Kloeden
PublisherWorld Scientific
Publication date2013
Pages299-316
Chapter7
ISBN (Print)978-981-4436-42-7
ISBN (Electronic)978-981-4436-43-4
DOIs
Publication statusPublished - 2013
SeriesInterdisciplinary Mathematical Sciences
Volume14
ISSN1793-1355

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