Pages that link to "Item:Q1247291"

The following pages link to Approximations for functionals and optimal control problems on jump diffusion processes (Q1247291):

Displaying 14 items.

• Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
• Approximation of controlled solutions of Ito's equation by controlled Markov chains (Q787592) (← links)
• A survey of numerical methods for stochastic differential equations (Q914251) (← links)
• Non-linear filtering with discontinuous observations and applications to life sciences (Q1050961) (← links)
• Weak convergence of semimartingales and discretisation methods (Q1069555) (← links)
• Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator (Q1134567) (← links)
• Continuous-time approximations for the nonlinear filtering problem (Q1138527) (← links)
• Optimal controls that maximize the probability of hitting a moving target (Q1144790) (← links)
• A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
• On discrete probability approximations for transaction cost problems (Q2326983) (← links)
• Lévy processes driven by stochastic volatility (Q2372257) (← links)
• AN IMPROVED MARKOV CHAIN APPROXIMATION METHODOLOGY: DERIVATIVES PRICING AND MODEL CALIBRATION (Q2941065) (← links)
• Higher-Order Weak Approximation of Ito Diffusions by Markov Chains (Q3416058) (← links)