Pages that link to "Item:Q2434137"
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The following pages link to Momentum-space approach to asymptotic expansion for stochastic filtering (Q2434137):
Displaying 6 items.
- A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908) (← links)
- Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911) (← links)
- On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
- Making mean-variance hedging implementable in a partially observable market (Q5247228) (← links)
