A numerical scheme for expectations with first hitting time to smooth boundary (Q2011048): Difference between revisions

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+On a symmetrization of diffusion processes
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+Weak approximation of killed diffusion using Euler schemes.
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+Hyperbolic symmetrization of Heston type diffusion
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+Symmetrization associated with hyperbolic reflection principle
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+A numerical scheme based on semi-static hedging strategy
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+Q4226355
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+Q127676900
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+Publication:2011048