Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations

✍ Scribed by Kaj Nyström; Thomas Önskog

• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 766 KB
• Volume: 235
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2010.06.009