On The Error Estimate for Cubature on Wiener Space (Q5419406): Difference between revisions

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+Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing
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+Stochastic flows and Taylor series
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+Calculating the Greeks by cubature formulae
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+Cubature on Wiener space
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+High order recombination and an application to cubature on Wiener space
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+Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus
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