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Rough Paths based Numerical Algorithms in Computational Finance

Publication status:: Published

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APA Style

Gyurko, L., & Lyons, T. (2010). Rough Paths based Numerical Algorithms in Computational Finance. 515, 17–46.

MLA Style

Gyurko, L, and T Lyons. “Rough Paths Based Numerical Algorithms in Computational Finance.” vol. 515, 2010, pp. 17–46.

Chicago Style

Gyurko, L, and T Lyons. 2010. “Rough Paths Based Numerical Algorithms in Computational Finance.” 515: 17–46.
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Authors

+ Gyurko, L More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Mathematical Institute
Role:: Author

+ Lyons, T More by this author

Role:: Author

Host title:: MATHEMATICS IN FINANCE
Volume:: 515
Pages:: 17-46
Publication date:: 2010-01-01
ISSN:: 0271-4132
ISBN:: 9780821846735

Pubs id:: pubs:188771
UUID:: uuid:e9f40061-4e2e-4dea-9d7a-8072402d8d0d
Local pid:: pubs:188771
Source identifiers:: 188771
Deposit date:: 2012-12-19
ARK identifier:: ark:/29072/ora_e9f400614e2e4dea9d7a8072402d8d0d

Terms of use

Copyright date:: 2010

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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