Discretization processing of financial risk management using stochastic differential equation simulation method (Q5070768)
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scientific article; zbMATH DE number 7507553
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| English | Discretization processing of financial risk management using stochastic differential equation simulation method |
scientific article; zbMATH DE number 7507553 |
Statements
DISCRETIZATION PROCESSING OF FINANCIAL RISK MANAGEMENT USING STOCHASTIC DIFFERENTIAL EQUATION SIMULATION METHOD (English)
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14 April 2022
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forward-backward stochastic differential equation
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numerical simulation
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option pricing
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financial risk management
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0.7178520560264587
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0.7014862298965454
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0.6954416632652283
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