Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus (Q5692192)
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scientific article; zbMATH DE number 2208990
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| English | Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus |
scientific article; zbMATH DE number 2208990 |
Statements
Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus (English)
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27 September 2005
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0.9197909
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0.89332193
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0.88522345
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0.8833675
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0.88100326
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0.87775326
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0.87754196
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