Pages that link to "Item:Q1740295"

The following pages link to A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295):

Displaying 9 items.

• Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
• Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• The delta expansion for the transition density of diffusion models (Q2512632) (← links)
• A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
• Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
• An efficient method to simulate diffusion bridges (Q6581664) (← links)
• Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
• An approximate maximum likelihood estimator of drift parameters in a multidimensional diffusion model (Q6591285) (← links)