Pages that link to "Item:Q605850"
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The following pages link to Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850):
Displaying 13 items.
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
- Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Applications of the central limit theorem for pricing cliquet-style options (Q1689027) (← links)
- Recursive computation of invariant distributions of Feller processes (Q2289787) (← links)
- Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (Q2417974) (← links)
- A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
- Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
- Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain (Q3567573) (← links)
- Limit theorems for prices of options written on semi-Markov processes (Q5018754) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
- Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
