No label defined (Q3102233)

From MaRDI portal
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    0 references
    2 December 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    computational finance
    0 references
    option pricing
    0 references
    characteristic functions
    0 references
    PDEs
    0 references
    finite differences
    0 references
    PIDEs
    0 references
    Monte Carlo
    0 references
    model calibration
    0 references
    filtering
    0 references