Pages that link to "Item:Q1812185"
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The following pages link to Weak convergence of financial markets. (Q1812185):
Displayed 10 items.
- Estimating the survival functions in a censored semi-competing risks model (Q369392) (← links)
- Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces (Q605878) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- From discrete to continuous time evolutionary finance models (Q964562) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- Convergence of option rewards for multivariate price processes (Q2849283) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (Q3393970) (← links)
- REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)