Discretization for Stochastic Differential Equations, L p Wasserstein Metrics, and Econometrical Models

Autor:	Gelbrich, Matthias, Rachev, Svetlozar T.
Zdroj:	Lecture Notes-Monograph Series, 1996 Jan 01. 28, 97-119.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/4355887 Zobrazit plný text záznamu