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"Sharp L¹-Approximation of the log-Heston SDE by Euler-type methods."

Annalena Mickel, Andreas Neuenkirch (2022)

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DOI: 10.48550/ARXIV.2206.03229

access: open

type: Informal or Other Publication

metadata version: 2022-06-14

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  dblp key:
  - journals/corr/abs-2206-03229
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  - https://dblp.org/rec/journals/corr/abs-2206-03229
Annalena Mickel, Andreas Neuenkirch:
Sharp L¹-Approximation of the log-Heston SDE by Euler-type methods. CoRR abs/2206.03229 (2022)

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