First-Order Schemes in the Numerical Quantization Method (Q4409034)

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scientific article; zbMATH DE number 1941970
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First-Order Schemes in the Numerical Quantization Method
scientific article; zbMATH DE number 1941970

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    First-Order Schemes in the Numerical Quantization Method (English)
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    2003
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    Malliavin calculus
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    American option
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