The following pages link to (Q4322881):
Displaying 9 items.
- A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
- Strong approximations of stochastic differential equations with jumps (Q885949) (← links)
- The Euler scheme with irregular coefficients (Q1872290) (← links)
- Power utility maximization in exponential Lévy models: Convergence of discrete-time to continuous-time maximizers (Q1935938) (← links)
- Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
- Asymptotic error for the Milstein scheme for SDEs driven by continuous semimartingales (Q2496506) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs (Q4629952) (← links)
