Discretizing nonlinear, non-Gaussian Markov processes with exact conditional moments (Q4586259)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Discretizing nonlinear, non-Gaussian Markov processes with exact conditional moments |
scientific article; zbMATH DE number 6935773
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discretizing nonlinear, non-Gaussian Markov processes with exact conditional moments |
scientific article; zbMATH DE number 6935773 |
Statements
Discretizing nonlinear, non-Gaussian Markov processes with exact conditional moments (English)
0 references
12 September 2018
0 references
asset pricing models
0 references
duality
0 references
Kullback-Leibler information
0 references
numerical methods
0 references
solution accuracy
0 references
0.8997704
0 references
0.8785448
0 references
0 references
0.8750387
0 references
0.8726523
0 references
0.8709535
0 references
0.87090456
0 references
