"A new higher-order weak approximation scheme for stochastic differential ..."

Mariko Ninomiya, Syoiti Ninomiya (2009)

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DOI: 10.1007/S00780-009-0101-4

access: closed

type: Journal Article

metadata version: 2020-07-22

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Mariko Ninomiya, Syoiti Ninomiya:
A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method. Finance Stochastics 13(3): 415-443 (2009)

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