Kolmogorov backward equations with singular diffusion matrices

Hermann Singer

Year of publication:	[2019]
Authors:	Singer, Hermann
Publisher:	Hagen : FernUniversität in Hagen
Subject:	Feynman-Kac formula \| integrated variables \| Monte Carlo method \| importance sampling \| drift correction \| stochastic differential equations \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Stochastischer Prozess \| Stochastic process \| Analysis \| Mathematical analysis \| Optionspreistheorie \| Option pricing theory \| Stichprobenerhebung \| Sampling \| Schätztheorie \| Estimation theory

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