Pages that link to "Item:Q1740295"
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The following pages link to A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295):
Displayed 4 items.
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)