Markov cubature rules for polynomial processes (Q1986009)
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scientific article; zbMATH DE number 7188037
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Markov cubature rules for polynomial processes |
scientific article; zbMATH DE number 7188037 |
Statements
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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0.7850474715232849
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0.7732989192008972
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0.754043698310852
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0.7472224235534668
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0.7325403690338135
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