Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (Q3502205)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing |
scientific article |
Statements
Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing (English)
0 references
22 May 2008
0 references
Heston model
0 references
numerical methods for stochastic differential equations
0 references
mathematical finance
0 references
quasi-Monte Carlo method
0 references
