Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations |
scientific article; zbMATH DE number 5798182
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations |
scientific article; zbMATH DE number 5798182 |
Statements
Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (English)
0 references
11 October 2010
0 references
sensitivity analysis
0 references
parabolic partial differential equations
0 references
stochastic differential equations
0 references
Euler scheme
0 references
a posteriori error estimate
0 references
adaptive algorithms
0 references
hedging
0 references
financial derivatives
0 references
0 references
0 references
0 references
0 references
0 references
