"A third-order weak approximation of multidimensional Itô stochastic ..."

Riu Naito, Toshihiro Yamada (2019)

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DOI: 10.1515/MCMA-2019-2036

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type: Journal Article

metadata version: 2020-07-03

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Riu Naito, Toshihiro Yamada:
A third-order weak approximation of multidimensional Itô stochastic differential equations. Monte Carlo Methods Appl. 25(2): 97-120 (2019)

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