Pages that link to "Item:Q2267543"
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The following pages link to Stopped diffusion processes: boundary corrections and overshoot (Q2267543):
Displayed 3 items.
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- Connecting discrete and continuous lookback or hindsight options in exponential Lévy models (Q3111060) (← links)
- Asymptotic Equivalence Between Boundary Perturbations and Discrete Exit Times: Application to Simulation Schemes (Q5326101) (← links)