First-Order Schemes in the Numerical Quantization Method (Q4409034): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Vlad Bally / rank
Normal rank
 
Property / author
 
Property / author: Vlad Bally / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3123211828 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parabolic ADI Methods for Pricing American Options on Two Stocks / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 18:07, 5 June 2024

scientific article; zbMATH DE number 1941970
Language Label Description Also known as
English
First-Order Schemes in the Numerical Quantization Method
scientific article; zbMATH DE number 1941970

    Statements

    First-Order Schemes in the Numerical Quantization Method (English)
    0 references
    0 references
    0 references
    0 references
    2003
    0 references
    0 references
    0 references
    0 references
    0 references
    Malliavin calculus
    0 references
    American option
    0 references
    0 references