Statistics

Total Visits

Views
An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing 230

Total Visits per Month

November 2017 December 2017 January 2018 February 2018 March 2018 April 2018 May 2018
An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing 2 4 2 5 0 8 1

File Downloads

Views
IEEE-CDC.pdf 30

Top Country Views

Views
United States 72
Canada 60
Russia 17
France 9
United Kingdom 8
China 7
Germany 7
Netherlands 6
South Korea 3
Sweden 3

Top City Views

Views
Calgary 32
Miami Beach 30
Toronto 16
Santa Clara 10
Ottawa 9
Kansas City 5
Dundas 3
Munich 3
Zhengzhou 3
Göttingen 2