Pages that link to "Item:Q1812185"

The following pages link to Weak convergence of financial markets. (Q1812185):

Displaying 25 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)
• Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← 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)
• Mean-risk portfolio management with bankruptcy prohibition (Q1735044) (← links)
• Asymptotic asset pricing and bubbles (Q1744206) (← links)
• Continuity of utility maximization under weak convergence (Q2024121) (← links)
• American options and stochastic interest rates (Q2109007) (← links)
• On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
• The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
• The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
• Stability of utility-maximization in incomplete markets (Q2464860) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• Rate of convergence of option prices by using the method of pseudomoments (Q2817056) (← links)
• Convergence of option rewards for multivariate price processes (Q2849283) (← links)
• MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION (Q3191829) (← links)
• EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
• CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES (Q3393970) (← links)
• Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
• REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS (Q3632405) (← links)
• Optimal Stopping and Reselling of European Options (Q4562221) (← links)
• Diffusion Equations: Convergence of the Functional Scheme Derived from the Binomial Tree with Local Volatility for Non Smooth Payoff Functions (Q5742507) (← links)
• Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)