Product Markovian quantization of a diffusion process with applications to finance (Q2176359)
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: Product Markovian quantization of a diffusion process with applications to finance |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Product Markovian quantization of a diffusion process with applications to finance |
scientific article |
Statements
Product Markovian quantization of a diffusion process with applications to finance (English)
0 references
4 May 2020
0 references
pricing
0 references
quantization
0 references
stochastic volatility model
0 references
backward stochastic differential equation
0 references
option pricing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8407863974571228
0 references
0.8162998557090759
0 references
0.8117931485176086
0 references
0.7983793616294861
0 references
0.7962807416915894
0 references
