Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
A duality approach for the weak approximation of stochastic differential equations
An application of Malliavin Calculus to Finance
An operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs
Hints for an extension of the early exercise premium formula for American options
Optimal simulation schemes for Lévy driven stochastic differential equations
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