Rate of convergence of option prices by using the method of pseudomoments (Q2817056): Difference between revisions

@@ Property / author @@
-Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
-Normal rank
@@ Property / author @@
+Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1090/tpms/987
@@ Property / full work available at URL: https://doi.org/10.1090/tpms/987 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2482772578
@@ Property / OpenAlex ID: W2482772578 / rank @@
+Normal rank
@@ Property / cites work @@
+Connecting discrete and continuous path-dependent options
+Normal rank
@@ Property / cites work @@
+Smooth convergence in the binomial model
@@ Property / cites work: Smooth convergence in the binomial model / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
+Normal rank
@@ Property / cites work @@
+The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black–Scholes model
+Normal rank
@@ Property / cites work @@
+Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+The rate of convergence to the normal law in terms of pseudomoments
+Normal rank
@@ Property / cites work @@
+Weak convergence of financial markets.
@@ Property / cites work: Weak convergence of financial markets. / rank @@
+Normal rank
@@ Property / cites work @@
+The rate of convergence of the binomial tree scheme
+Normal rank
@@ Property / cites work @@
+Q4421351
@@ Property / cites work: Q4421351 / rank @@
+Normal rank