An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space
Kazuhiro Yoshikawa
| Year of publication: |
2015
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|---|---|
| Authors: | Yoshikawa, Kazuhiro |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 22.2015, 2, p. 185-207
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| Subject: | Stochastic area | Numerical analysis of stochastic differential equation | Fermion Fock space | Theorie | Theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Numerisches Verfahren | Numerical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011377529