Pages that link to "Item:Q1787145"
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The following pages link to Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model (Q1787145):
Displaying 3 items.
- The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (Q356137) (← links)
- Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
- Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)