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"The weak convergence order of two Euler-type discretization schemes for ..."

Annalena Mickel, Andreas Neuenkirch (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-06-29

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2106-10926
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2106-10926
Annalena Mickel, Andreas Neuenkirch:
The weak convergence order of two Euler-type discretization schemes for the log-Heston model. CoRR abs/2106.10926 (2021)

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