Discrete Algorithms for Multivariate Financial Calculus (Q3015686)
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scientific article; zbMATH DE number 5919799
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Discrete Algorithms for Multivariate Financial Calculus |
scientific article; zbMATH DE number 5919799 |
Statements
Discrete Algorithms for Multivariate Financial Calculus (English)
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13 July 2011
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approximation algorithms
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greeks
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multi-asset options
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weak convergence
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0.8909974
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0.8752043
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0.86990845
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0.8669933
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0.8650652
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