scientific article; zbMATH DE number 6318792

DOI10.1214/10-SSY015zbMath1291.91193MaRDI QIDQ5168842

Xingbo Xu, Paul Glasserman

Publication date: 21 July 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

strong approximationjump-diffusion processesportfolio analysisItō-Taylor expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Portfolio theory (91G10)

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