DISCRETIZATION PROCESSING OF FINANCIAL RISK MANAGEMENT USING STOCHASTIC DIFFERENTIAL EQUATION SIMULATION METHOD (Q5070768): Difference between revisions
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Revision as of 00:22, 1 March 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)
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14 April 2022
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forward-backward stochastic differential equation
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numerical simulation
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option pricing
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financial risk management
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