Pages that link to "Item:Q4409045"
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The following pages link to Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications (Q4409045):
Displayed 5 items.
- Numerical error for SDE: Asymptotic expansion and hyperdistributions (Q1408179) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- Approximation of quantiles of components of diffusion processes. (Q2574616) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)