A remark on approximation of the solutions to partial differential equations in finance
Akihiko Takahashi and Toshihiro Yamada
| Year of publication: |
2012
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|---|---|
| Authors: | Takahashi, Akihiko ; Yamada, Toshihiro |
| Published in: |
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011. - Singapore : World Scientific, ISBN 981-4407-32-1. - 2012, p. 133-181
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| Subject: | Malliavin calculus | Bismut identity | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009573432