Cubature on Wiener space: pathwise convergence (Q358624): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q166109
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2106798317 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1304.4623 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-closed form cubature and applications to financial diffusion models / rank
 
Normal rank
Property / cites work
 
Property / cites work: From random walks to rough paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution function inequalities for martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rough path limits of the Wong-Zakai type with a modified drift term / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multidimensional Stochastic Processes as Rough Paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4535130 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3504644 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential equations driven by rough signals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cubature on Wiener space / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4838528 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4054420 / rank
 
Normal rank

Latest revision as of 18:35, 6 July 2024

scientific article
Language Label Description Also known as
English
Cubature on Wiener space: pathwise convergence
scientific article

    Statements

    Cubature on Wiener space: pathwise convergence (English)
    0 references
    0 references
    0 references
    9 August 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    cubature
    0 references
    rough paths
    0 references
    weak approximation schemes for SDEs
    0 references
    pricing of path-dependent options
    0 references
    0 references
    0 references