Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions : (with computational finance in view)
Andrew Lyasoff
| Year of publication: |
2008
|
|---|---|
| Authors: | Lyasoff, Andrew |
| Published in: |
Mathematical control theory and finance. - Berlin : Springer, ISBN 978-3-540-69531-8. - 2008, p. 265-291
|
| Subject: | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003755614