Works by Hirano, Asuto
Results: 1
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
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- Publication type:
- Article