Efficient second order weak schemes for stochastic volatility models, Seminar on Stochastic Analysis
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | Random Fields and Applications VII, Progress in Probability, Vol. 67 |
| Author | Jourdain, Benjamin, Sbai, M. |
| Maintainer | CCSD |
| Last Updated | May 5, 2026, 21:19 (UTC) |
| Created | May 5, 2026, 21:19 (UTC) |
| Identifier | hal-00964984 |
| Language | en |
| contributor | Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS) ; École nationale des ponts et chaussées (ENPC) |
| creator | Jourdain, Benjamin |
| date | 2013-05-05T00:00:00 |
| harvest_object_id | bedb0bf6-7edf-4b74-bb74-3ada71a25faf |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-02-07T00:00:00 |
| set_spec | type:COUV |