Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279): Difference between revisions

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.cam.2010.06.009 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1016/J.CAM.2010.06.009 / rank
 
Normal rank

Latest revision as of 01:25, 10 December 2024

scientific article
Language Label Description Also known as
English
Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations
scientific article

    Statements

    Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (English)
    0 references
    0 references
    0 references
    11 October 2010
    0 references
    sensitivity analysis
    0 references
    parabolic partial differential equations
    0 references
    stochastic differential equations
    0 references
    Euler scheme
    0 references
    a posteriori error estimate
    0 references
    adaptive algorithms
    0 references
    hedging
    0 references
    financial derivatives
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references