First-Order Schemes in the Numerical Quantization Method (Q4409034)
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scientific article; zbMATH DE number 1941970
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | First-Order Schemes in the Numerical Quantization Method |
scientific article; zbMATH DE number 1941970 |
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First-Order Schemes in the Numerical Quantization Method (English)
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2003
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Malliavin calculus
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American option
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0.739460825920105
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0.7357269525527954
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0.7184202075004578
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0.7169185876846313
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