The following pages link to Approximation of Wiener integrals (Q1819921):
Displaying 4 items.
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- Quadrature formulas for the Wiener measure (Q1578512) (← links)
- An optimal Monte Carlo algorithm for multivariate Feynman–Kac path integrals (Q3438649) (← links)
- A new algorithm and worst case complexity for Feynman-Kac path integration. (Q5926791) (← links)
