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"Convergence of Milstein Brownian bridge Monte Carlo methods and stable ..."

Thomas Gerstner, Bastian Harrach, Daniel Roth (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-03-03

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1906-11002
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1906-11002
Thomas Gerstner, Bastian Harrach, Daniel Roth:
Convergence of Milstein Brownian bridge Monte Carlo methods and stable Greeks calculation. CoRR abs/1906.11002 (2019)

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