Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations (Q5169681)
From MaRDI portal
scientific article; zbMATH DE number 6316345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations |
scientific article; zbMATH DE number 6316345 |
Statements
Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations (English)
0 references
11 July 2014
0 references
Monte Carlo simulation
0 references
stochastic differential equations
0 references
option pricing
0 references
exact simulation method
0 references
localization
0 references
