Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process |
scientific article |
Statements
Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (English)
0 references
29 December 2015
0 references
diffusion approximation
0 references
weak convergence
0 references
recurrent scheme
0 references
Ornstein-Uhlenbeck process
0 references
semimartingale
0 references
financial market
0 references
multiplicative scheme
0 references
0 references
0 references