Symmetrization associated with hyperbolic reflection principle (Q2333272): Difference between revisions

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-.1186/s40736-017-0035-2
@@ Property / DOI: 10.1186/s40736-017-0035-2 / rank @@
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@@ Property / OpenAlex ID: W2783177429 / rank @@
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@@ Property / cites work @@
+On a symmetrization of diffusion processes
@@ Property / cites work: On a symmetrization of diffusion processes / rank @@
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@@ Property / cites work @@
+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
@@ Property / cites work: PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS / rank @@
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+Weak approximation of killed diffusion using Euler schemes.
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+Probability Distribution in the SABR Model of Stochastic Volatility
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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@@ Property / cites work @@
+A numerical scheme based on semi-static hedging strategy
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@@ Property / cites work @@
+Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion
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@@ Property / cites work @@
+Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift
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@@ Property / cites work @@
+Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients
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@@ Property / cites work @@
+Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift
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@@ Property / DOI @@
+.1186/S40736-017-0035-2
@@ Property / DOI: 10.1186/S40736-017-0035-2 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2333272