Adaptive Monte Carlo Algorithms for Stopped Diffusion (Q5703077): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/3-540-26444-2_3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W113227339 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 19:00, 19 March 2024
scientific article; zbMATH DE number 2226150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Monte Carlo Algorithms for Stopped Diffusion |
scientific article; zbMATH DE number 2226150 |
Statements
Adaptive Monte Carlo Algorithms for Stopped Diffusion (English)
0 references
8 November 2005
0 references
adaptive mesh refinement algorithm
0 references
diffusion with boundary
0 references
barrier option
0 references
Monte Carlo method
0 references
weak approximation
0 references
Monte Carlo Euler method
0 references
Itô stochastic differential equation
0 references
Numerical results
0 references
