Pages that link to "Item:Q2355530"
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The following pages link to The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530):
Displaying 8 items.
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
- When does convergence of asset price processes imply convergence of option prices? (Q2707197) (← links)
- Rate of convergence of option prices by using the method of pseudomoments (Q2817056) (← links)
- Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets (Q2960466) (← links)
- Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
- The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black–Scholes model (Q5245478) (← links)
