Pages that link to "Item:Q1771230"
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The following pages link to Asymptotic expansion for small diffusions applied to option pricing (Q1771230):
Displaying 28 items.
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
- Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises (Q342738) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Asymptotic option pricing under the CEV diffusion (Q615913) (← links)
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Uniform asymptotic expansions for pricing European options (Q816972) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
- Trajectory fitting estimation for a class of SDEs with small Lévy noises (Q2083427) (← links)
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Asymptotic expansions for SDE's with small multiplicative noise (Q2253854) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- Small-Time Asymptotics of Option Prices and First Absolute Moments (Q3108470) (← links)
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
- APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059) (← links)
- Estimation of intrinsic growth factors in a class of stochastic population model (Q5378410) (← links)
- Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process (Q5852563) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
- Optimal total variation bounds for stochastic differential delay equations with small noises (Q6123412) (← links)
- Adaptive inference for small diffusion processes based on sampled data (Q6169614) (← links)
- Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) (← links)
