Work

Probability Tree Algorithm for General Diffusion Processes

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.263079

Authors: Lester Ingber, Colleen Chen, Radu P. Mondescu, David Muzzall, Marco Antonio Renedo

Institutions: Diagnostics for the Real World (United States), Bank of America

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2019029199

Cites: 23

Cited by: 28

Related to: 10