"Approximation of Euler-Maruyama for one-dimensional stochastic ..."

Kamal Hiderah (2020)

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DOI: 10.1515/MCMA-2020-2057

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type: Journal Article

metadata version: 2022-10-02

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Kamal Hiderah:
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process. Monte Carlo Methods Appl. 26(1): 33-47 (2020)

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