Cubature on Wiener Space Continued
In: Stochastic Processes And Applications To Mathematical Finance
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Cited by:
- Christian Bayer & Peter K. Friz, 2013. "Cubature on Wiener space: pathwise convergence," Papers 1304.4623, arXiv.org.
- Qi Feng & Jianfeng Zhang, 2021. "Cubature Method for Stochastic Volterra Integral Equations," Papers 2110.12853, arXiv.org, revised Jul 2023.
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Keywords
Stochastic Calculus; Mathematical Finance; Insider Trading; Stochastic Control; Real Options; Filtering Model of Credit Risks; Stochastic Growth Models;All these keywords.
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