Pages that link to "Item:Q2817056"
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The following pages link to Rate of convergence of option prices by using the method of pseudomoments (Q2817056):
Displayed 4 items.
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets (Q2960466) (← links)
- Estimation of the rate of convergence in the central limit theorem for a sequence of series in terms of averaged pseudomoments (Q5218379) (← links)
- An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)