Pages that link to "Item:Q487521"
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The following pages link to A numerical scheme based on semi-static hedging strategy (Q487521):
Displaying 8 items.
- A numerical scheme for expectations with first hitting time to smooth boundary (Q2011048) (← links)
- Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (Q2024611) (← links)
- Hyperbolic symmetrization of Heston type diffusion (Q2326982) (← links)
- Symmetrization associated with hyperbolic reflection principle (Q2333272) (← links)
- Analytical pricing of single barrier options under local volatility models (Q5001176) (← links)
- Stability Problem for One-Dimensional Stochastic Differential Equations with Discontinuous Drift (Q5270096) (← links)
- On the convergence order of a binary tree approximation of symmetrized diffusion processes (Q6108197) (← links)
- Speeding up the Euler scheme for killed diffusions (Q6565558) (← links)
