Pages that link to "Item:Q4372003"
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The following pages link to From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003):
Displaying 6 items.
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- A higher-order interactive hidden Markov model and its applications (Q1642063) (← links)
- The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
- Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)
