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4 changes: 2 additions & 2 deletions src/algorithms.jl
Original file line number Diff line number Diff line change
Expand Up @@ -80,8 +80,8 @@ package which automatically selects optimal algorithms based on problem characte
maximum accuracy is required.

## References
- Kastner, F. and Rößler, A., "LevyArea.jl: Lévy area simulation in Julia",
Journal of Open Source Software (2023)
- Kastner, F., Rößler, A.: An analysis of approximation algorithms for iterated stochastic
integrals and a Julia and MATLAB simulation toolbox. Numerical Algorithms 93, 27–66 (2023)
- Wiktorsson, M. "Joint characteristic function and simultaneous simulation of
iterated Itô integrals for multiple independent Brownian motions" (2001)
- Implemented via LevyArea.jl package integration (PR #459)
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