First-Order Schemes in the Numerical Quantization Method (Q4409034): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 16:43, 5 March 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
2003
0 references
Malliavin calculus
0 references
American option
0 references