Pages that link to "Item:Q3459007"
From MaRDI portal
The following pages link to Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007):
Displaying 6 items.
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
- The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
- The weak convergence of Greek symbols for prices of European options: from discrete time to continuous (Q2786948) (← links)
- Rate of convergence of option prices by using the method of pseudomoments (Q2817056) (← links)
- Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets (Q2960466) (← links)
