An efficient approximation for stochastic differential equations on the partition ofsymmetricalirst
Work
Year: 1990
Type: article
Author Nigel J. Newton
Institution University of Essex
Cites: 25
Cited by: 19
Related to: 10
FWCI: 0.622
Citation percentile (by year/subfield): 85.44
Subfield: Finance
Domain: Social Sciences
Open Access status: closed