Work

Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications

Year: 2005

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/bfb0006577

Author: Denis Talay

Institution: Centre Inria d'Université Côte d'Azur

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W30496993

FWCI: 12.78

Cites: 7

Cited by: 106

Related to: 10