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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Parabolic ADI Methods for Pricing American Options on Two Stocks / rank
 
Normal rank

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