Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J35
@@ Property / Mathematics Subject Classification ID: 60J35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6327905
@@ Property / zbMATH DE Number: 6327905 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+adaptive discretization
@@ Property / zbMATH Keywords: adaptive discretization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+barrier options
@@ Property / zbMATH Keywords: barrier options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bridge Monte Carlo methods
@@ Property / zbMATH Keywords: bridge Monte Carlo methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exit probability
@@ Property / zbMATH Keywords: exit probability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+killed Lévy process
@@ Property / zbMATH Keywords: killed Lévy process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy bridge
@@ Property / zbMATH Keywords: Lévy bridge / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+small-time asymptotics
@@ Property / zbMATH Keywords: small-time asymptotics / rank @@
+Normal rank

Revision as of 15:17, 29 June 2023