Pages that link to "Item:Q5391429"
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The following pages link to Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I (Q5391429):
Displaying 4 items.
- Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence (Q2849241) (← links)
- Limit behavior of the prices of a barrier option in the Black–Scholes model with random drift and volatility (Q2849251) (← links)
- Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II (Q3114550) (← links)
- (Q4895006) (← links)
