Pages that link to "Item:Q5272954"
From MaRDI portal
The following pages link to Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (Q5272954):
Displayed 4 items.
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Large Deviations for Additive Functionals of Reflected Jump-Diffusions (Q5870384) (← links)
- A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model (Q6088218) (← links)