Discretizing nonlinear, non-Gaussian Markov processes with exact conditional moments (Q4586259)
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scientific article; zbMATH DE number 6935773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretizing nonlinear, non-Gaussian Markov processes with exact conditional moments |
scientific article; zbMATH DE number 6935773 |
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Discretizing nonlinear, non-Gaussian Markov processes with exact conditional moments (English)
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12 September 2018
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asset pricing models
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duality
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Kullback-Leibler information
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numerical methods
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solution accuracy
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