No label defined (Q4998230)
From MaRDI portal
scientific article; zbMATH DE number 7365886
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 7365886 |
Statements
1 July 2021
0 references
bi-fractional Brownian motion
0 references
American option pricing
0 references
finite difference method
0 references
least square Monte Carlo method
0 references
stochastic differential equation
0 references