Pages that link to "Item:Q3114550"
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The following pages link to Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II (Q3114550):
Displaying 3 items.
- Convergence for step line processes under summation of random indicators and models of market pricing (Q1394502) (← links)
- Convergence for step-line processes under summation of random indicators and models of market pricing (Q1781635) (← links)
- Limit behavior of the prices of a barrier option in the Black-Scholes model with random drift and volatility (Q2849251) (← links)