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Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations.

Kaj NyströmThomas Önskog
Published in: J. Comput. Appl. Math. (2010)
Keyphrases
  • error estimates
  • cross validation
  • image processing
  • higher order
  • financial markets
  • error estimation
  • data sets
  • decision trees