"Short Communication: A Gaussian Kusuoka Approximation without Solving ..."

Toshihiro Yamada (2022)

> Home

Details and statistics

DOI: 10.1137/21M1433915

access: closed

type: Journal Article

metadata version: 2022-07-01

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/Yamada22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/Yamada22
Toshihiro Yamada:
Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs. SIAM J. Financial Math. 13(1): 1- (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.