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"An Analysis of Approximation Algorithms for Iterated Stochastic Integrals ..."

Felix Kastner, Andreas Rößler (2022)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2022-02-01

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2201-08424
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2201-08424
Felix Kastner, Andreas Rößler:
An Analysis of Approximation Algorithms for Iterated Stochastic Integrals and a Julia and MATLAB Simulation Toolbox. CoRR abs/2201.08424 (2022)

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