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

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