DISCRETIZATION PROCESSING OF FINANCIAL RISK MANAGEMENT USING STOCHASTIC DIFFERENTIAL EQUATION SIMULATION METHOD (Q5070768): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q114072767, #quickstatements; #temporary_batch_1707232231678 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q114072767 / rank | |||
Normal rank | |||
Revision as of 17:36, 6 February 2024
scientific article; zbMATH DE number 7507553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISCRETIZATION PROCESSING OF FINANCIAL RISK MANAGEMENT USING STOCHASTIC DIFFERENTIAL EQUATION SIMULATION METHOD |
scientific article; zbMATH DE number 7507553 |
Statements
DISCRETIZATION PROCESSING OF FINANCIAL RISK MANAGEMENT USING STOCHASTIC DIFFERENTIAL EQUATION SIMULATION METHOD (English)
0 references
14 April 2022
0 references
forward-backward stochastic differential equation
0 references
numerical simulation
0 references
option pricing
0 references
financial risk management
0 references
