Pages that link to "Item:Q2381968"
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The following pages link to Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968):
Displaying 9 items.
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
- The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- (Q2975948) (← links)
- Optimal simulation schemes for Lévy driven stochastic differential equations (Q3189423) (← links)
- Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
