Cubature on Wiener space: pathwise convergence (Q358624): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / author | |||
| Property / author: Peter K. Friz / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65D30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6196988 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
cubature | |||
| Property / zbMATH Keywords: cubature / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
rough paths | |||
| Property / zbMATH Keywords: rough paths / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
weak approximation schemes for SDEs | |||
| Property / zbMATH Keywords: weak approximation schemes for SDEs / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
pricing of path-dependent options | |||
| Property / zbMATH Keywords: pricing of path-dependent options / rank | |||
Normal rank | |||
Revision as of 11:03, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cubature on Wiener space: pathwise convergence |
scientific article |
Statements
Cubature on Wiener space: pathwise convergence (English)
0 references
9 August 2013
0 references
cubature
0 references
rough paths
0 references
weak approximation schemes for SDEs
0 references
pricing of path-dependent options
0 references
