Adaptive Monte Carlo Algorithms for Stopped Diffusion (Q5703077): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claim: author (P16): Item:Q507014 |
||
| Property / author | |||
| Property / author: Erik von Schwerin / rank | |||
Revision as of 02:52, 16 February 2024
scientific article; zbMATH DE number 2226150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Monte Carlo Algorithms for Stopped Diffusion |
scientific article; zbMATH DE number 2226150 |
Statements
Adaptive Monte Carlo Algorithms for Stopped Diffusion (English)
0 references
8 November 2005
0 references
adaptive mesh refinement algorithm
0 references
diffusion with boundary
0 references
barrier option
0 references
Monte Carlo method
0 references
weak approximation
0 references
Monte Carlo Euler method
0 references
Itô stochastic differential equation
0 references
Numerical results
0 references
