Moderate deviations for Euler-Maruyama approximation of...

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Frontiers of Mathematics in China 2018 / 6

Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model

Gao, Yunshi, Jiang, Hui, Wang, Shaochen
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Language:
english
Journal:
Frontiers of Mathematics in China
DOI:
10.1007/s11464-018-0705-0
Date:
June, 2018
File:
PDF, 438 KB
english, 2018
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