Approximation of Non-Lipschitz SDEs by Picard Iterations (Q4559473)
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scientific article; zbMATH DE number 6988087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of Non-Lipschitz SDEs by Picard Iterations |
scientific article; zbMATH DE number 6988087 |
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Approximation of Non-Lipschitz SDEs by Picard Iterations (English)
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3 December 2018
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pricing European options
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