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Publication:3374063
zbMath1138.91454MaRDI QIDQ3374063
Miquel Montero, Arturo Kohatsu-Higa
Publication date: 9 March 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Stochastic calculus of variations and the Malliavin calculus (60H07)
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