Pages that link to "Item:Q3584774"
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The following pages link to High order discretization schemes for the CIR process: Application to affine term structure and Heston models (Q3584774):
Displayed 6 items.
- High-order approximation of Pearson diffusion processes (Q413731) (← links)
- Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
- On weak approximations of CIR equation with high volatility (Q2270458) (← links)
- An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs (Q2389602) (← links)
- CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
- ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710) (← links)
