Pages that link to "Item:Q2434489"

The following pages link to Weak approximation of averaged diffusion processes (Q2434489):

Displaying 10 items.

• Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
• Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
• A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299) (← links)
• Short Maturity Asian Options in Local Volatility Models (Q2953946) (← links)
• Analytical Approximations of BSDEs with Nonsmooth Driver (Q3195111) (← links)
• Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
• EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL (Q4634643) (← links)
• Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)