Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing (Q4902225): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Dan Crisan / rank | |||
| Property / author | |||
| Property / author: Konstantinos Manolarakis / rank | |||
| Property / author | |||
| Property / author: Dan Crisan / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Konstantinos Manolarakis / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2040007132 / rank | |||
Normal rank | |||
Latest revision as of 02:39, 20 March 2024
scientific article; zbMATH DE number 6130654
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing |
scientific article; zbMATH DE number 6130654 |
Statements
Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing (English)
0 references
25 January 2013
0 references
backward stochastic differential equations
0 references
cubature methods
0 references
tree based branching algorithm
0 references
nonlinear pricing
0 references
