Variance reduction for discretised diffusions via regression
| Autor: | Belomestny, Denis, Häfner, Stefan, Nagapetyan, Tigran, Urusov, Mikhail |
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| Zdroj: | In Journal of Mathematical Analysis and Applications 1 February 2018 458(1):393-418 |
| Databáze: | ScienceDirect |
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