Pages that link to "Item:Q4372003"

The following pages link to From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003):

Displaying 10 items.

• Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
• First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
• A higher-order interactive hidden Markov model and its applications (Q1642063) (← links)
• The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
• Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
• (Q3076275) (← links)
• Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
• CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS¹ (Q4372039) (← links)
• The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black–Scholes model (Q5245478) (← links)
• Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)