Multilevel Path Simulation for Jump-Diffusion SDEs (Q5326141)
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: Multilevel Path Simulation for Jump-Diffusion SDEs |
scientific article; zbMATH DE number 6193394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Path Simulation for Jump-Diffusion SDEs |
scientific article; zbMATH DE number 6193394 |
Statements
Multilevel Path Simulation for Jump-Diffusion SDEs (English)
0 references
31 July 2013
0 references
multilevel Monte Carlo path simulation method
0 references
jump-diffusion SDEs
0 references
finite rate activity
0 references
option pricing
0 references
0 references
