Pages that link to "Item:Q1307078"

The following pages link to Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078):

Displaying 50 items.

• Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
• On error operators related to the arbitrary functions principle (Q2460022) (← links)
• Variations of the solution to a stochastic heat equation (Q2460323) (← links)
• Are volatility estimators robust with respect to modeling assumptions? (Q2469643) (← links)
• Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289) (← links)
• Limit theorems for multipower variation in the presence of jumps (Q2495383) (← links)
• Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
• Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
• An optimal control variance reduction method for density estimation (Q2518612) (← links)
• Numerical simulation of the solution of a stochastic differential equation driven by a Lévy process. (Q2574545) (← links)
• Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
• A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
• Approximation of jump diffusions in finance and economics (Q2642601) (← links)
• Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (Q2642802) (← links)
• Limit theorems for bipower variation of semimartingales (Q2654158) (← links)
• Edgeworth expansion for Euler approximation of continuous diffusion processes (Q2657930) (← links)
• A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting (Q2671515) (← links)
• A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes (Q2801791) (← links)
• Inference for multi-dimensional high-frequency data with an application to conditional independence testing (Q2835311) (← links)
• On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps (Q2864671) (← links)
• The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes (Q2890080) (← links)
• The double Gaussian approximation for high frequency data (Q2911663) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• A simple closed-form formula for pricing discretely-sampled variance swaps under the Heston model (Q2929384) (← links)
• Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150) (← links)
• A new microstructure noise index (Q3019507) (← links)
• The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
• The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps (Q3158164) (← links)
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
• Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← links)
• LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS (Q3408516) (← links)
• First Order Strong Approximations of Jump Diffusions (Q3431322) (← links)
• Realized Volatility: A Review (Q3539862) (← links)
• Edgeworth Corrections for Realized Volatility (Q3539869) (← links)
• STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q3548303) (← links)
• Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps (Q3552978) (← links)
• INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544) (← links)
• Wong-Zakai corrections, random evolutions, and simulation schemes for SDE's (Q3973613) (← links)
• A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs (Q4629952) (← links)
• (Q4721328) (← links)
• RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT (Q4906529) (← links)
• A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY (Q4979933) (← links)
• Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
• Efficient discretisation of stochastic differential equations (Q5086518) (← links)
• (Q5168842) (← links)
• Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
• The Euler Scheme for a Stochastic Differential Equation Driven by Pure Jump Semimartingales (Q5252242) (← links)
• ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
• IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)
• Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)