Statistics

Total Visits

Views
An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing 214

Total Visits per Month

July 2017 August 2017 September 2017 October 2017 November 2017 December 2017 January 2018
An optimization approach to weak approximation of Lévy-driven stochastic differential equations with application to option pricing 8 5 2 2 2 4 0

File Downloads

Views
IEEE-CDC.pdf 29

Top Country Views

Views
United States 72
Canada 53
Russia 17
France 9
China 7
Germany 7
Netherlands 6
United Kingdom 5
Ukraine 2
Albania 1

Top City Views

Views
Miami Beach 30
Calgary 25
Toronto 16
Santa Clara 10
Ottawa 9
Kansas City 5
Dundas 3
Munich 3
Zhengzhou 3
Göttingen 2