On a symmetrization of diffusion processes (Q5245460): Difference between revisions
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| Property / cites work: PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS / rank | |||
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| Property / cites work: Weak approximation of killed diffusion using Euler schemes. / rank | |||
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| Property / cites work: Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion / rank | |||
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| Property / cites work: The Euler scheme with irregular coefficients / rank | |||
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Latest revision as of 22:14, 9 July 2024
scientific article; zbMATH DE number 6423504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a symmetrization of diffusion processes |
scientific article; zbMATH DE number 6423504 |
Statements
On a symmetrization of diffusion processes (English)
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8 April 2015
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barrier options
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multi-boundary
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static hedge
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numerical scheme
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reflection groups
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stochastic volatility models
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