Constructing discrete approximations algorithms for financial calculus from weak convergence results (Q4919475)
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scientific article; zbMATH DE number 6162941
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Constructing discrete approximations algorithms for financial calculus from weak convergence results |
scientific article; zbMATH DE number 6162941 |
Statements
Constructing discrete approximations algorithms for financial calculus from weak convergence results (English)
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14 May 2013
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weak convergence
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local limit theorem
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dense set
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European option pricing
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0.8467386960983276
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0.7731908559799194
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0.7699980735778809
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0.7531428337097168
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