Pages that link to "Item:Q5245460"
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The following pages link to On a symmetrization of diffusion processes (Q5245460):
Displaying 21 items.
- Symmetrization of Lévy processes and applications (Q973949) (← links)
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
- On the Euler-Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients (Q1997564) (← links)
- A numerical scheme for expectations with first hitting time to smooth boundary (Q2011048) (← links)
- Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (Q2024611) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
- Hyperbolic symmetrization of Heston type diffusion (Q2326982) (← links)
- Symmetrization associated with hyperbolic reflection principle (Q2333272) (← links)
- Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients (Q2407763) (← links)
- Decompositions of symmetric diffusion processes and related topics in analysis (Q2717003) (← links)
- Liouville theorems based on symmetric diffusions (Q3123393) (← links)
- Symplectic structure for Gaussian diffusions (Q4701648) (← links)
- On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes (Q4842811) (← links)
- On the symmetry of current probability distributions in jump processes (Q4913271) (← links)
- Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
- Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift (Q5270096) (← links)
- AN APPROXIMATION METHOD FOR PRICING CONTINUOUS BARRIER OPTIONS UNDER MULTI-ASSET LOCAL STOCHASTIC VOLATILITY MODELS (Q5854319) (← links)
- On the convergence order of a binary tree approximation of symmetrized diffusion processes (Q6108197) (← links)
- Speeding up the Euler scheme for killed diffusions (Q6565558) (← links)
