A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (Q2357445)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights |
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A higher order weak approximation scheme of multidimensional stochastic differential equations using Malliavin weights (English)
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13 June 2017
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weak approximation
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stochastic differential equations
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Malliavin calculus
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numerical examples
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option pricing
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