Cubature on Wiener space: pathwise convergence (Q358624)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6196988
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Cubature on Wiener space: pathwise convergence |
scientific article; zbMATH DE number 6196988 |
Statements
Cubature on Wiener space: pathwise convergence (English)
0 references
9 August 2013
0 references
cubature
0 references
rough paths
0 references
weak approximation schemes for SDEs
0 references
pricing of path-dependent options
0 references
0 references
0 references
0 references
0.8532269597053528
0 references
0.8175743222236633
0 references
0.8119246959686279
0 references
0.7967610359191895
0 references
0.7948265075683594
0 references
