Cubature on C 1 Space (Q2849379)

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scientific article
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Cubature on C 1 Space
scientific article

    Statements

    title
    Cubature on C 1 Space (English)
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    author
    Gabriel Turinici
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    publication date
    17 September 2013
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    zbMATH Keywords
    cubature formulas
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    stochastic analysis
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    Chen signature
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    Chen series
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    cubature on infinite-dimensional space
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    cubature Wiener
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    cubature finance
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    numerical examples
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    Identifiers

    Mathematics Subject Classification ID
    65D32
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    41A55
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    41A63
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    65C30
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    60H35
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    91G60
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    65C05
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    zbMATH DE Number
    6208905
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    OpenAlex ID
    W1570714159
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