Multilevel path simulation for weak approximation schemes with application to Lévy-driven SDEs (2017)

First Author: Belomestny D
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