The Mathematical Institute, University of Oxford, Eprints Archive

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Schmitz Abe, Klaus and Shaw, William T. (2005) Measure order of convergence without an exact solution, Euler vs Milstein scheme. International Journal of Pure and Applied Mathematics, 24 (3). pp. 365-381.

Conference or Workshop Item

Schmitz Abe, Klaus and Giles, M. B. (2006) Pricing exotic options using strong convergence properties? In: ECMI 2006.


Schmitz Abe, Klaus (2008) Pricing exotic options using improved strong convergence. PhD thesis, University of Oxford.

This list was generated on Wed Jan 23 20:13:53 2019 GMT.