A probabilistic interpretation of the \(\theta\)-method. (Q1423251)

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scientific article; zbMATH DE number 2041697
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A probabilistic interpretation of the \(\theta\)-method.
scientific article; zbMATH DE number 2041697

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    A probabilistic interpretation of the \(\theta\)-method. (English)
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    14 February 2004
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    Finite difference method
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    \(\theta\)-method
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    Binomial tree
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