Pages that link to "Item:Q4581293"

The following pages link to Analytical approximations of local‐Heston volatility model and error analysis (Q4581293):

Displaying 2 items.

• Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)