A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing (Q6221839): Difference between revisions
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scientific article; zbMATH DE number 900096116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing |
scientific article; zbMATH DE number 900096116 |
Statements
14 November 2010
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q-fin.CP
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math.PR
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