Gaussian K-scheme: justification for KLNV method (Q2957760)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian K-scheme: justification for KLNV method |
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Gaussian K-scheme: justification for KLNV method (English)
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30 January 2017
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computational finance
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Lie algebra
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Malliavin calculus
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option pricing
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