Estimation of the Euler method error on a Riemannian manifold
โ Scribed by Bielecki, Andrzej
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 79 KB
- Volume
- 18
- Category
- Article
- ISSN
- 1069-8299
- DOI
- 10.1002/cnm.516
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
This article discusses convergence problems when calculating Vega (option sensitivity to volatility) that arise from discretization errors embedded in the lattice approach. Four alternative improvements to the traditional binomial method are discussed and investigated for performance. We also propos
Cohomology on a Riemannian foliated manifold with coefficients in the sheaf of germs of foliated currents By MIRCEA CKAIOVEASI; and MIRCEA PUTA of Timipara (Eingegangen am 23. 4. 1979) Summary. Foliated differential f o r m were introduced in [7], [9], to study the cohomology on a RIEMANNian foliate