The maximum rate of convergence for the approximation of the fractional Lévy area at a single point

Andreas Neuenkirch, Taras Shalaiko. The maximum rate of convergence for the approximation of the fractional Lévy area at a single point. J. Complexity, 33:107-117, 2016. [doi]

Authors

Andreas Neuenkirch

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Taras Shalaiko

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