zbMath0496.60050MaRDI QIDQ3959887
Wolfgang Wagner, Eckhard Platen, Horst Liske
Publication date: 1982
zbMATH Keywords
approximation; recurrence formula; multiple Wiener integrals
Mathematics Subject Classification ID
65C05: Monte Carlo methods
60J65: Brownian motion
60H05: Stochastic integrals
Related Items