"An optimization approach to weak approximation of Lévy-driven ..."

Kenji Kashima, Reiichiro Kawai (2009)

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DOI: 10.1109/CDC.2009.5400355

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-01

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Kenji Kashima, Reiichiro Kawai:
An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing. CDC 2009: 3673-3678

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