Rough paths based numerical algorithms in computational finance

First Author: Gyurkó L
Attributed to:  Rough path analysis and non-linear stochastic systems funded by EPSRC

Abstract

No abstract provided

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