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

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Latest revision as of 18:07, 5 June 2024

scientific article; zbMATH DE number 1941970
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English
First-Order Schemes in the Numerical Quantization Method
scientific article; zbMATH DE number 1941970

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