Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives (Q6397203)
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scientific article; zbMATH DE number 900532195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives |
scientific article; zbMATH DE number 900532195 |
Statements
22 April 2022
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q-fin.MF
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math.PR
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