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

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+On a symmetrization of diffusion processes
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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
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+Weak approximation of killed diffusion using Euler schemes.
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+Probability Distribution in the SABR Model of Stochastic Volatility
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+Q4794126
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+A numerical scheme based on semi-static hedging strategy
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+Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion
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+Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift
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+Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients
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+Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift
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