Pages that link to "Item:Q870432"
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The following pages link to On weak approximations of \((a, b)\)-invariant diffusions (Q870432):
Displaying 5 items.
- Weak approximation of CIR equation by discrete random variables (Q392777) (← links)
- A second-order weak approximation of Heston model by discrete random variables (Q904337) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Weak approximation of Heston model by discrete random variables (Q2228636) (← links)
- On weak approximations of CIR equation with high volatility (Q2270458) (← links)