Pages that link to "Item:Q2707197"
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The following pages link to When does convergence of asset price processes imply convergence of option prices? (Q2707197):
Displaying 23 items.
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models (Q707219) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
- Convergence of the equilibrium prices in a family of financial models (Q1424722) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Weak convergence of tree methods to price options on defaultable assets (Q1770202) (← links)
- Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
- Convergence of strategies: An approach using Clark-Haussmann's formula (Q1966382) (← links)
- On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- The weak convergence of Greek symbols for prices of European options: from discrete time to continuous (Q2786948) (← links)
- STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (Q3084602) (← links)
- Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
- A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565) (← links)
- INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH (Q3523570) (← links)
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) (← links)
- Limiting distributions for minimum relative entropy calibration (Q4819434) (← links)
- Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
