On strong causal binomial approximation for stochastic processes (Q478653)
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scientific article
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| English | On strong causal binomial approximation for stochastic processes |
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On strong causal binomial approximation for stochastic processes (English)
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4 December 2014
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stochastic processes
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Donsker theorem
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binomial approximation
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discretization of Itō equations
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incomplete market
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complete market
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0.7536964416503906
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0.7286580801010132
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0.7251627445220947
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0.722865641117096
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