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]
@article{NeuenkirchS16,
title = {The maximum rate of convergence for the approximation of the fractional Lévy area at a single point},
author = {Andreas Neuenkirch and Taras Shalaiko},
year = {2016},
doi = {10.1016/j.jco.2015.09.008},
url = {http://dx.doi.org/10.1016/j.jco.2015.09.008},
researchr = {https://researchr.org/publication/NeuenkirchS16},
cites = {0},
citedby = {0},
journal = {J. Complexity},
volume = {33},
pages = {107-117},
}