Markov cubature rules for polynomial processes (Q1986009)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov cubature rules for polynomial processes |
scientific article |
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Markov cubature rules for polynomial processes (English)
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7 April 2020
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polynomial process
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cubature rule
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asymptotic moments
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transition rate matrix
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transition probabilities
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American options
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