Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (Q2024611): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:44, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) |
scientific article |
Statements
Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (English)
0 references
4 May 2021
0 references
Markov chains
0 references
reflection principle
0 references
barrier options
0 references
