Weak approximation of stochastic differential equations and application to derivative pricing
Year of publication: |
2008
|
---|---|
Authors: | Ninomiya, Syoiti ; Victoir, Nicolas |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 15.2008, 1/2, p. 107-121
|
Subject: | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
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