Works matching AU Hirano, Asuto

Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes.

Published in:

Quantitative Finance, 2021, v. 21, n. 7, p. 1127, doi. 10.1080/14697688.2020.1866209

By:

• Fukasawa, Masaaki;
• Hirano, Asuto

Publication type:

Article