Mathematics in finance : UIMP-RSME Lluis A. Santaló Summer School, Mathematics in Finance and Insurance, July 16-20, 2007, Universidad Internacional Menéndez Pelayo, Santander, Spain /
A general framework for deriving high order, stable and tractable path-wise approximations of Stratonovich stochastic differential equations as applied to finance is the subject of the paper of L.G. Gyurko and T. Lyons
| Corporate Authors: | , , , , |
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| Other Authors: | , , , |
| Format: | Conference Proceeding Book |
| Language: | English |
| Published: |
Providence, R.I. :
American Mathematical Society,
[2010], ©2010
Providence, R.I. : c2010 Providence, R.I. : [2010] |
| Series: | Contemporary mathematics (American Mathematical Society) ;
. 515 Contemporary mathematics (American Mathematical Society) ; v. 515 Contemporary mathematics (American Mathematical Society) v. 515 |
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