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
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Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives
scientific article; zbMATH DE number 900532195

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    22 April 2022
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    q-fin.MF
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    math.PR
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