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:

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000281134200002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=4fd6f7d59a501f9b8bac2be37914c43e

Submitted to ORA:

Not Submitted

Publication Type:

Conference Paper

ISBN-13:

978-0-8218-4673-5