Pages that link to "Item:Q309004"
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The following pages link to The parametrix method for skew diffusions (Q309004):
Displaying 9 items.
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
- Unbiased simulation method with the Poisson kernel method for stochastic differential equations with reflection (Q2300965) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- ESSAYS ON STRONG AND WEAK APPROXIMATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS (Q6046812) (← links)
- On some asymptotic expansions of skew diffusions (Q6630462) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)
- Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)
- Weak Approximation for a Black-Scholes Type Regime Switching Model (Q6671994) (← links)
