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"Cubature Method for Stochastic Volterra Integral Equations."

Qi Feng, Jianfeng Zhang (2023)

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DOI: 10.1137/22M146889X

access: closed

type: Journal Article

metadata version: 2023-11-09

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  - https://dblp.org/rec/journals/siamfm/FengZ23
Qi Feng, Jianfeng Zhang:
Cubature Method for Stochastic Volterra Integral Equations. SIAM J. Financial Math. 14(4): 959-1003 (2023)

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