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1Academic Journal
المؤلفون: Nishant Agrawal, Yaozhong Hu
المصدر: Mathematics; Volume 8; Issue 11; Pages: 1932
مصطلحات موضوعية: Lévy process, hyper-exponential processes, Poisson random measure, stochastic delay differential equations, positivity, options pricing, Black–Scholes formula, logarithmic Euler–Maruyama scheme, convergence rate
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Relation: Difference and Differential Equations; https://dx.doi.org/10.3390/math8111932
الاتاحة: https://doi.org/10.3390/math8111932
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2
المؤلفون: Yaozhong Hu, Nishant Agrawal
المصدر: Mathematics, Vol 8, Iss 1932, p 1932 (2020)
Mathematics
Volume 8
Issue 11مصطلحات موضوعية: positivity, General Mathematics, MathematicsofComputing_NUMERICALANALYSIS, Black–Scholes formula, Black–Scholes model, 01 natural sciences, Lévy process, stochastic delay differential equations, logarithmic Euler–Maruyama scheme, 010104 statistics & probability, Stochastic differential equation, symbols.namesake, convergence rate, 0502 economics and business, ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION, Computer Science (miscellaneous), Applied mathematics, Uniqueness, 0101 mathematics, Engineering (miscellaneous), hyper-exponential processes, Mathematics, 050208 finance, lcsh:Mathematics, 05 social sciences, Poisson random measure, lcsh:QA1-939, options pricing, Rate of convergence, Valuation of options, Euler's formula, symbols
وصف الملف: application/pdf