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Calculation of parametric derivatives for solutions of stochastic differential equations (as applied to a problem of determining the option premium)
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S. S. ARTEMIEV
Veröffentlicht/Copyright:
22. Oktober 2009
Published Online: 2009-10-22
Published in Print: 1999
Walter de Gruyter
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Artikel in diesem Heft
- Calculation of parametric derivatives for solutions of stochastic differential equations (as applied to a problem of determining the option premium)
- On bicubic finite element implementations of iterative methods with splitting of boundary conditions for a singularly perturbed system of the Stokes type
- Cost-effective solution of the boundary integral equations for 3D Maxwell problems
- Optimization of one three-parameter method of solving an algebraic system of the Stokes type
- On closeness of attractors of the spectral model for a barotropic vortex equation and some of its difference approximations
- Solution of boundary value problems for nonlinear elliptic equations by the Monte Carlo method
Artikel in diesem Heft
- Calculation of parametric derivatives for solutions of stochastic differential equations (as applied to a problem of determining the option premium)
- On bicubic finite element implementations of iterative methods with splitting of boundary conditions for a singularly perturbed system of the Stokes type
- Cost-effective solution of the boundary integral equations for 3D Maxwell problems
- Optimization of one three-parameter method of solving an algebraic system of the Stokes type
- On closeness of attractors of the spectral model for a barotropic vortex equation and some of its difference approximations
- Solution of boundary value problems for nonlinear elliptic equations by the Monte Carlo method
