"The order barrier for the L1-approximation of the log-Heston ..."

Annalena Mickel, Andreas Neuenkirch (2022)

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DOI: 10.48550/ARXIV.2212.07252

access: open

type: Informal or Other Publication

metadata version: 2023-01-02

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  - journals/corr/abs-2212-07252
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  - https://dblp.org/rec/journals/corr/abs-2212-07252
Annalena Mickel, Andreas Neuenkirch:
The order barrier for the L¹-approximation of the log-Heston SDE at a single point. CoRR abs/2212.07252 (2022)

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