Examples of financial market models obtained by euler discretization of continuous models

This work was done under partial financial support of RFBR (Grant n. 19-01-00451).

Bibliographic Details
Main Author: Esquível, Manuel Leote (author)
Other Authors: Krasii, Nadezhda P. (author)
Format: article
Language:eng
Published: 2021
Subjects:
Online Access:http://hdl.handle.net/10362/121165
Country:Portugal
Oai:oai:run.unl.pt:10362/121165
Description
Summary:This work was done under partial financial support of RFBR (Grant n. 19-01-00451).