Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3123484659 / rank | |||
Normal rank | |||
Latest revision as of 08:29, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias |
scientific article |
Statements
Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (English)
0 references
8 August 2014
0 references
adaptive discretization
0 references
barrier options
0 references
bridge Monte Carlo methods
0 references
exit probability
0 references
killed Lévy process
0 references
Lévy bridge
0 references
small-time asymptotics
0 references
0 references
0 references
0 references
0 references
