Work

The law of the Euler scheme for stochastic differential equations

Year: 1996

Type: article

Source: Probability Theory and Related Fields

DOI: 10.1007/s004400050016

Authors: D. Talay, V. Bally

Institutions: Institut national de recherche en sciences et technologies du numérique, Centre Inria d'Université Côte d'Azur, Le Mans Université, Université Pierre-et-Marie-Curie

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2997679055

FWCI: 1.596

Cites: 8

Cited by: 35

Related to: 10