Pages that link to "Item:Q5423762"
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The following pages link to Discrete Sampling of Functionals of Ito Processes (Q5423762):
Displaying 5 items.
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff (Q964681) (← links)
- Stopped diffusion processes: boundary corrections and overshoot (Q2267543) (← links)
- Central limit theorems for discretized occupation time functionals (Q2680392) (← links)
- Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)