The following pages link to Truncated ITÔ-Taylor expansions (Q4542196):
Displaying 4 items.
- New Itô--Taylor expansions (Q1408408) (← links)
- Stochastic elasticity of vol-of-vol and pricing of variance swaps (Q1998119) (← links)
- Stochastic Taylor Expansions for Functionals of Diffusion Processes (Q3578749) (← links)
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)