On the speed of convergence of Piterbarg constants (Q6067389)
From MaRDI portal
scientific article; zbMATH DE number 7778254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the speed of convergence of Piterbarg constants |
scientific article; zbMATH DE number 7778254 |
Statements
On the speed of convergence of Piterbarg constants (English)
0 references
14 December 2023
0 references
fractional Brownian motion
0 references
Piterbarg constants
0 references
discretization error
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
