High-order approximation of Pearson diffusion processes (Q413731)
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scientific article; zbMATH DE number 6031329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order approximation of Pearson diffusion processes |
scientific article; zbMATH DE number 6031329 |
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High-order approximation of Pearson diffusion processes (English)
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7 May 2012
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Pearson diffusions
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reduced basis
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spectral approximation
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Fokker-Planck equations
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stochastic differential equations
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pricing options
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financial mathematics
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