Work

Comparison of classical and path-by-path solutions to SDEs

Year: 2024

Type: article

Source: Stochastics and Dynamics

DOI: 10.1142/s0219493724500497

Author: Lukas Anzeletti

Institution: TU Wien

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Agence Nationale de la Recherche

Award: Random simulation in infinite dimension

OpenAlex ID: W4404363247

FWCI:

Cites: 18

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Related to: 10