搜索结果: 1-1 共查到“经济学
multiplicative noise”相关记录1条 . 查询时间(0.077 秒)
Multiplicative noise, fast convolution, and pricing
Computational Finance Stochastic Processes Non-Gaussian Option Pricing Numerical Methods for Option Pricing
2011/7/19
In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numeri...