Pages that link to "Item:Q867695"
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The following pages link to A discrete Itō calculus approach to He's framework for multi-factor discrete markets (Q867695):
Displayed 3 items.
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Stochastic integration based on simple, symmetric random walks (Q1014051) (← links)
- Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675) (← links)