Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process |
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Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (English)
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29 December 2015
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diffusion approximation
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weak convergence
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recurrent scheme
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Ornstein-Uhlenbeck process
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semimartingale
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financial market
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multiplicative scheme
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