Cubature on Wiener space: pathwise convergence (Q358624): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cubature on Wiener space: pathwise convergence |
scientific article |
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Cubature on Wiener space: pathwise convergence (English)
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9 August 2013
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cubature
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rough paths
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weak approximation schemes for SDEs
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pricing of path-dependent options
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