Stochastic Mesh Methods for Hörmander Type Diffusion Processes (Q5261859)
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scientific article; zbMATH DE number 6456563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Mesh Methods for Hörmander Type Diffusion Processes |
scientific article; zbMATH DE number 6456563 |
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Stochastic Mesh Methods for Hörmander Type Diffusion Processes (English)
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8 July 2015
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computational finance
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Malliavin calculus
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option pricing
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stochastic mesh method
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