Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model (Q1787145): Difference between revisions
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Latest revision as of 00:41, 21 October 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model |
scientific article |
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Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model (English)
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4 October 2018
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Euler-Maruyama discretization
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Hull-White stochastic volatility model
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moderate deviation principle
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