On the convergence order of a binary tree approximation of symmetrized diffusion processes (Q6108197): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.matcom.2023.03.030 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.MATCOM.2023.03.030 / rank | |||
Normal rank | |||
Latest revision as of 18:32, 30 December 2024
scientific article; zbMATH DE number 7704407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence order of a binary tree approximation of symmetrized diffusion processes |
scientific article; zbMATH DE number 7704407 |
Statements
On the convergence order of a binary tree approximation of symmetrized diffusion processes (English)
0 references
29 June 2023
0 references
barrier option
0 references
numerical analysis
0 references
convergence order
0 references
symmetrized diffusion
0 references
Markov chain
0 references
Brownian motion
0 references
0 references
0 references
