Work

Adaptive weak approximation of reflected and stopped diffusions

Year: 2010

Type: article

Source: Monte Carlo Methods and Applications

DOI: 10.1515/mcma.2010.001

Authors: Christian Bayer, Anders Szepessy, Raúl Tempone

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Florida State University, Kungliga Tekniska Högskolan

OpenAlex ID: W2032966023

FWCI: 0.525

Cites: 13

Cited by: 19

Related to: 10