"Strong Convergence Rates for Euler Approximations to a Class of Stochastic ..."

Andrei Cozma, Christoph Reisinger (2018)

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DOI: 10.1137/17M1136754

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type: Journal Article

metadata version: 2020-05-11

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Andrei Cozma, Christoph Reisinger:
Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models. SIAM J. Numer. Anal. 56(6): 3430-3458 (2018)

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