Pages that link to "Item:Q631923"
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The following pages link to An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923):
Displaying 9 items.
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- Explicit hard bounding functions for boundary value problems for elliptic partial differential equations (Q2006566) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming (Q2953227) (← links)
- Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
- A Weak Approximation of Stochastic Differential Equations with Jumps Through Tempered Polynomial Optimization (Q4906406) (← links)
- An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations (Q4931165) (← links)
- Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)
