Testing cubature formulae on Wiener space versus explicit pricing formulae (Q6153215)
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scientific article; zbMATH DE number 7819617
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| English | Testing cubature formulae on Wiener space versus explicit pricing formulae |
scientific article; zbMATH DE number 7819617 |
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Testing cubature formulae on Wiener space versus explicit pricing formulae (English)
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16 March 2024
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Wiener space
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Black-Scholes model
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cubature formulae
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0.8460018038749695
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0.8340531587600708
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0.8191091418266296
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0.7917065024375916
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0.7835494875907898
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