@inbook{c7e53ea1fd9b439aa65025800332676d,
title = "An Introduction to Simulation Schemes for SDEs",
abstract = "Let us start this chapter by a general motivation for having simulation schemes. To fix the ideas, we consider a continuous process (X t, t [0, T]) that takes values in and a function such that \$\$\textbackslash{}mathbb\{E\}[\textbackslash{}vert F(X-\{t\},t \textbackslash{}in [0,T])\textbackslash{}vert ].</p>",
author = "Aur{\'e}lien Alfonsi",
note = "Publisher Copyright: {\textcopyright} 2015 Springer International Publishing Switzerland.",
year = "2015",
month = jan,
day = "1",
doi = "10.1007/978-3-319-05221-2\_2",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer International Publishing",
pages = "37--66",
booktitle = "Bocconi and Springer Series",
}