Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279): Difference between revisions
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Latest revision as of 01:25, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations |
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Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (English)
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11 October 2010
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sensitivity analysis
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parabolic partial differential equations
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stochastic differential equations
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Euler scheme
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a posteriori error estimate
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adaptive algorithms
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hedging
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financial derivatives
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