Rough paths based numerical algorithms in computational finance
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1090/conm/515/10120
Publication URI: http://dx.doi.org/10.1090/conm/515/10120
Type: Book Chapter
Book Title: Mathematics in Finance (2010)
Page Reference: 17-46
ISBN: 9780821846735