A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445): Difference between revisions

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Latest revision as of 22:51, 13 July 2024

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A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights
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    A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (English)
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    13 June 2017
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    weak approximation
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    stochastic differential equations
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    Malliavin calculus
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    numerical examples
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    option pricing
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