On the convergence order of a binary tree approximation of symmetrized diffusion processes (Q6108197)
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scientific article; zbMATH DE number 7704407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence order of a binary tree approximation of symmetrized diffusion processes |
scientific article; zbMATH DE number 7704407 |
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On the convergence order of a binary tree approximation of symmetrized diffusion processes (English)
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29 June 2023
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barrier option
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numerical analysis
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convergence order
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symmetrized diffusion
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Markov chain
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Brownian motion
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