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"Efficient discretization of stochastic integrals."

Masaaki Fukasawa (2014)

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DOI: 10.1007/S00780-013-0215-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Masaaki Fukasawa:
Efficient discretization of stochastic integrals. Finance Stochastics 18(1): 175-208 (2014)

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