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| Fältnamn | Indikatorer | Metadata |
|---|---|---|
| 000 | 02673naa a2200361 4500 | |
| 001 | oai:DiVA.org:mdh-35007 | |
| 003 | SwePub | |
| 008 | 170309s2017 | |||||||||||000 ||eng| | |
| 024 | 7 | a https://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-350072 URI |
| 024 | 7 | a https://doi.org/10.1063/1.49726862 DOI |
| 040 | a (SwePub)mdh | |
| 041 | a engb eng | |
| 042 | 9 SwePub | |
| 072 | 7 | a ref2 swepub-contenttype |
| 072 | 7 | a kon2 swepub-publicationtype |
| 100 | 1 | a Lundengård, Karl,d 1987-u Mälardalens högskola,Utbildningsvetenskap och Matematik,MAM4 aut0 (Swepub:mdh)kld02 |
| 245 | 1 0 | a Construction of moment-matching multinomial lattices using Vandermonde matrices and Gröbner bases |
| 264 | 1 | b American Institute of Physics (AIP),c 2017 |
| 338 | a print2 rdacarrier | |
| 520 | a In order to describe and analyze the quantitative behavior of stochastic processes, such as the process followed by a financial asset, various discretization methods are used. One such set of methods are lattice models where a time interval is divided into equal time steps and the rate of change for the process is restricted to a particular set of values in each time step. The well-known binomial- and trinomial models are the most commonly used in applications, although several kinds of higher order models have also been examined. Here we will examine various ways of designing higher order lattice schemes with different node placements in order to guarantee moment-matching with the process. | |
| 650 | 7 | a NATURVETENSKAPx Matematikx Sannolikhetsteori och statistik0 (SwePub)101062 hsv//swe |
| 650 | 7 | a NATURAL SCIENCESx Mathematicsx Probability Theory and Statistics0 (SwePub)101062 hsv//eng |
| 653 | a Mathematics/Applied Mathematics | |
| 653 | a matematik/tillämpad matematik | |
| 700 | 1 | a Ogutu, Carolyne,d 1980-u Mälardalens högskola,Utbildningsvetenskap och Matematik,University of Nairobi, Kenya,MAM4 aut0 (Swepub:mdh)cou01 |
| 700 | 1 | a Silvestrov, Sergei,d 1970-u Mälardalens högskola,Utbildningsvetenskap och Matematik,MAM4 aut0 (Swepub:mdh)ssv01 |
| 700 | 1 | a Ni, Ying,d 1976-u Mälardalens högskola,Utbildningsvetenskap och Matematik,MAM4 aut0 (Swepub:mdh)yni01 |
| 700 | 1 | a Weke, Patriku University of Nairobi, Kenya4 aut |
| 710 | 2 | a Mälardalens högskolab Utbildningsvetenskap och Matematik4 org |
| 773 | 0 | t AIP Conference Proceedingsd : American Institute of Physics (AIP)g , s. 020094-1-020094-7q <020094-1-020094-7x 0094-243Xz 9780735414648 |
| 856 | 4 | u http://aip.scitation.org/doi/abs/10.1063/1.4972686 |
| 856 | 4 8 | u https://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-35007 |
| 856 | 4 8 | u https://doi.org/10.1063/1.4972686 |
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