Weak approximation of CKLS and CEV processes by discrete random variables (Q779824)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak approximation of CKLS and CEV processes by discrete random variables |
scientific article; zbMATH DE number 7220243
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of CKLS and CEV processes by discrete random variables |
scientific article; zbMATH DE number 7220243 |
Statements
Weak approximation of CKLS and CEV processes by discrete random variables (English)
0 references
14 July 2020
0 references
CKLS
0 references
CEV
0 references
weak approximations
0 references
split-step approximations
0 references
0 references
