Pages that link to "Item:Q2511180"

The following pages link to On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type (Q2511180):

Displaying 2 items.

• Discrete-time approximation of functionals in models of Ornstein-Uhlenbeck type, with applications to finance (Q2516384) (← links)
• Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684) (← links)