Rough Paths based Numerical Algorithms in Computational Finance

Author: 

Gyurko, L
Lyons, T

Publication Date: 

2010

Journal: 

MATHEMATICS IN FINANCE

Last Updated: 

2020-06-19T11:18:14.687+01:00

Volume: 

515

page: 

17-46

Symplectic id: 

188771

Download URL: 

Submitted to ORA: 

Not Submitted

Publication Type: 

Conference Paper

ISBN-13: 

978-0-8218-4673-5