Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications (Q4409045)
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scientific article; zbMATH DE number 1941981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications |
scientific article; zbMATH DE number 1941981 |
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Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications (English)
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2003
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Monte Carlo methods
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Malliavin calculus
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stochastic differential equation
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mathematical finance
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