Gaussian K-scheme: justification for KLNV method (Q2957760)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian K-scheme: justification for KLNV method |
scientific article |
Statements
Gaussian K-scheme: justification for KLNV method (English)
0 references
30 January 2017
0 references
computational finance
0 references
Lie algebra
0 references
Malliavin calculus
0 references
option pricing
0 references
0 references
0 references
0 references
