Pages that link to "Item:Q3459007"
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The following pages link to Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007):
Displaying 9 items.
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
- A new simulation scheme of diffusion processes: Application of the Kusuoka approximation to finance problems. (Q1873069) (← links)
- The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
- Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
- The weak convergence of Greek symbols for prices of European options: from discrete time to continuous (Q2786948) (← 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)
- Strong consistency estimators of the Brennan-Schwartz diffusion process based on martingales approach (Q6543989) (← links)
