Radu Paul Mondescu

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Probability Tree Algorithm for General Diffusion Processes

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Probability Tree Algorithm for General Diffusion Processes

Science Direct Working Paper No S1574-0358(04)71154-5

Number of pages: 12 Posted: 16 Apr 2018

Lester Ingber, Radu Paul Mondescu, David Muzzall and Marco Renedo

Physical Studies Institute LLC, affiliation not provided to SSRN, DRW Trading Group and affiliation not provided to SSRN

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Radu Paul Mondescu

affiliation not provided to SSRN

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Scholarly Papers (1)

Probability Tree Algorithm for General Diffusion Processes

Probability Tree Algorithm for General Diffusion Processes

Abstract: