Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:47, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing |
scientific article |
Statements
Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (English)
0 references
22 May 2008
0 references
Heston model
0 references
numerical methods for stochastic differential equations
0 references
mathematical finance
0 references
quasi-Monte Carlo method
0 references
