Author:
Chigansky Pavel, ,C. Klebaner Fima,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics
Reference27 articles.
1. The Euler-Maruyama approximations for the CEV model,;V. M. Abramov;Discrete Contin. Dyn. Syst. Ser. B,2011
2. On irregular functionals of SDEs and the Euler scheme,;R. Avikainen;Finance Stoch.,2009
3. A note on option pricing for the constant elasticity of variance model,;F. Delbaen;Asia-Pacific Financial Markets,2002
4. Limit theorems for absorption times of genetic models,;S. N. Ethier;Ann. Probab.,1979
5. "Markov Processes. Characterization and Convergence,'';S. N. Ethier;Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics,1986
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献