Model-adaptive optimal discretization of stochastic integrals - Archive ouverte HAL
Article Dans Une Revue Stochastics: An International Journal of Probability and Stochastic Processes Année : 2018

Model-adaptive optimal discretization of stochastic integrals

Fichier non déposé

Dates et versions

hal-04507055 , version 1 (15-03-2024)

Identifiants

Citer

Emmanuel Gobet, Uladzislau Stazhynski. Model-adaptive optimal discretization of stochastic integrals. Stochastics: An International Journal of Probability and Stochastic Processes, 2018, 91 (3), pp.321-351. ⟨10.1080/17442508.2018.1539087⟩. ⟨hal-04507055⟩
8 Consultations
0 Téléchargements

Altmetric

Partager

More