Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205): Difference between revisions
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English | Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing |
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Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (English)
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22 May 2008
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Heston model
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numerical methods for stochastic differential equations
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mathematical finance
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quasi-Monte Carlo method
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