Adaptive weak approximation of reflected and stopped diffusions (Q3564644)
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scientific article; zbMATH DE number 5712172
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| English | Adaptive weak approximation of reflected and stopped diffusions |
scientific article; zbMATH DE number 5712172 |
Statements
Adaptive weak approximation of reflected and stopped diffusions (English)
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26 May 2010
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weak approximation
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Euler scheme
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Neumann boundary condition
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reflected diffusion
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stopped diffusion
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adaptive algorithm
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numerical examples
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0.8555232882499695
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0.8168798685073853
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0.816843569278717
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0.8044369220733643
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