"On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo ..."

Nicola Bruti Liberati, Eckhard Platen (2004)

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DOI: 10.1007/978-3-540-25944-2_100

access: closed

type: Conference or Workshop Paper

metadata version: 2020-10-25

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Nicola Bruti Liberati, Eckhard Platen:
On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance. International Conference on Computational Science 2004: 771-778

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