Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (2017)
Attributed to:
Unbiased Inference for Complex Models
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.3150/15-bej764
Publication URI: http://dx.doi.org/10.3150/15-bej764
Type: Journal Article/Review
Parent Publication: Bernoulli
Issue: 2