Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions

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Publication:1872461

DOI10.1214/AOAP/1015345301zbMath1019.60053OpenAlexW1978024676MaRDI QIDQ1872461

Magnus Wiktorsson

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1015345301




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