Semi-closed form cubature and applications to financial diffusion models (Q5397417)
From MaRDI portal
scientific article; zbMATH DE number 6260370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-closed form cubature and applications to financial diffusion models |
scientific article; zbMATH DE number 6260370 |
Statements
Semi-closed form cubature and applications to financial diffusion models (English)
0 references
20 February 2014
0 references
stochastic volatility
0 references
stochastic differential equations
0 references
Monte Carlo methods
0 references
0 references
