Art
J-GLOBAL ID：201902207089884040   Reference number：19S0603211

Strong convergence for Euler-Maruyama and milstein schemes with asymptotic method

  • Publisher site Copy service
  • Access JDreamⅢ for advanced search and analysis.
Author (3)：
Tanaka, Hideyuki

About Tanaka, Hideyuki

(Department of Mathematical Sciences, Ritsumeikan University)

About Department of Mathematical Sciences, Ritsumeikan University

, 
Yamada, Toshihiro

About Yamada, Toshihiro

(Graduate School of Economics, University of Tokyo)

About Graduate School of Economics, University of Tokyo

, 
Yamada, Toshihiro

About Yamada, Toshihiro

(Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd.)

About Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd.


Material：
International Journal of Theoretical and Applied Finance

About International Journal of Theoretical and Applied Finance


Volume： 17  Issue： 2  Publication year： 2014 
JST Material Number： SCOPUS  ISSN： 0219-0249 
Country of issue： Singapore (SGP)  Language： English (EN)

Return to Previous Page

TOP

BOTTOM