Efficient discretization of stochastic integrals
Work
Year: 2013
Type: article
Source: Finance and Stochastics
Author Masaaki Fukasawa
Institution Osaka University
Cites: 31
Cited by: 14
Related to: 10
FWCI: 1.317
Citation percentile (by year/subfield): 85.33
Subfield: Finance
Domain: Social Sciences
Open Access status: green