The Mathematical Institute, University of Oxford, Eprints Archive

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Number of items: 3.

Article

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.

Thesis

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

This list was generated on Sun Nov 23 21:19:57 2014 GMT.