"A Milstein-based free knot spline approximation for stochastic ..."

Mehdi Slassi (2012)

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DOI: 10.1016/J.JCO.2011.03.005

access: open

type: Journal Article

metadata version: 2021-02-16

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Mehdi Slassi:
A Milstein-based free knot spline approximation for stochastic differential equations. J. Complex. 28(1): 37-47 (2012)

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