Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
Work
Year: 2015
Type: article
Author Ester Mariucci
Institution Université Joseph Fourier
Cites: 56
Cited by: 6
Related to: 10
FWCI: 1.533
Citation percentile (by year/subfield): 72.1
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed