Gaussian K-scheme: justification for KLNV method (Q2957760)
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scientific article; zbMATH DE number 6678790
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| English | Gaussian K-scheme: justification for KLNV method |
scientific article; zbMATH DE number 6678790 |
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Gaussian K-scheme: justification for KLNV method (English)
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30 January 2017
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computational finance
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Lie algebra
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Malliavin calculus
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option pricing
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0.6647528409957886
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0.6630629301071167
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0.65472412109375
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