✦ LIBER ✦

Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications

✍ Scribed by Denis Talay; Ziyu Zheng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Rate of Convergence of the Euler Approxi

✍ Remigius Mikulevicius; Eckhard Plate 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB

Markov dilation of Diffusion Type Proces

✍ R. Tevzadze 📂 Article 📅 1999 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 513 KB

On the Convergence Rate of Euler Scheme

✍ V. Mackevičius 📂 Article 📅 2003 🏛 Springer Netherlands 🌐 English ⚖ 87 KB

Strong order one convergence of a drift

✍ Aurélien Alfonsi 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 245 KB

Improvement of the Euler scheme for the

✍ Burmistrov, A.V. 📂 Article 📅 2004 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 89 KB

Nonlinear variational inequalities for j

✍ Loretta Mastroeni; Michele Matzeu 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 129 KB