FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2892892758> ?p ?o ?g. }

• W2892892758 abstract "We study the rate of weak convergence of Markov chains to diffusion processes under suitable but quite general assumptions. We give an example in the financial framework, applying the convergence analysis to a multiple jumps tree approximation of the CIR process. Then, we combine the Markov chain approach with other numerical techniques in order to handle the different components in jump-diffusion coupled models. We study the speed of convergence of this hybrid approach and we provide an example in finance, applying our results to a tree-finite difference approximation in the Heston or Bates model." @default.
• W2892892758 created "2018-10-05" @default.
• W2892892758 creator A5026150592 @default.
• W2892892758 creator A5038482612 @default.
• W2892892758 creator A5054806198 @default.
• W2892892758 date "2018-09-27" @default.
• W2892892758 modified "2023-10-03" @default.
• W2892892758 title "Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusions with application to the Bates model" @default.
• W2892892758 cites W1482679775 @default.
• W2892892758 cites W1537617638 @default.
• W2892892758 cites W1575658391 @default.
• W2892892758 cites W167177046 @default.
• W2892892758 cites W1983078963 @default.
• W2892892758 cites W1985565610 @default.
• W2892892758 cites W2048789479 @default.
• W2892892758 cites W2064978316 @default.
• W2892892758 cites W2102339218 @default.
• W2892892758 cites W2151065060 @default.
• W2892892758 cites W2151162365 @default.
• W2892892758 cites W2152184596 @default.
• W2892892758 cites W2155664708 @default.
• W2892892758 cites W2272041508 @default.
• W2892892758 cites W2286171594 @default.
• W2892892758 cites W2296908909 @default.
• W2892892758 cites W2465624924 @default.
• W2892892758 cites W2607399731 @default.
• W2892892758 cites W2615860625 @default.
• W2892892758 cites W2774839850 @default.
• W2892892758 cites W2963004423 @default.
• W2892892758 cites W2997679055 @default.
• W2892892758 cites W3021444882 @default.
• W2892892758 cites W3100095746 @default.
• W2892892758 cites W3105981216 @default.
• W2892892758 cites W3122167020 @default.
• W2892892758 cites W3123321876 @default.
• W2892892758 cites W3124475197 @default.
• W2892892758 cites W3124671438 @default.
• W2892892758 cites W3125137765 @default.
• W2892892758 cites W4224010 @default.
• W2892892758 hasPublicationYear "2018" @default.
• W2892892758 type Work @default.
• W2892892758 sameAs 2892892758 @default.
• W2892892758 citedByCount "0" @default.
• W2892892758 crossrefType "posted-content" @default.
• W2892892758 hasAuthorship W2892892758A5026150592 @default.
• W2892892758 hasAuthorship W2892892758A5038482612 @default.
• W2892892758 hasAuthorship W2892892758A5054806198 @default.
• W2892892758 hasConcept C105795698 @default.
• W2892892758 hasConcept C113174947 @default.
• W2892892758 hasConcept C121332964 @default.
• W2892892758 hasConcept C121864883 @default.
• W2892892758 hasConcept C126255220 @default.
• W2892892758 hasConcept C127162648 @default.
• W2892892758 hasConcept C127413603 @default.
• W2892892758 hasConcept C134306372 @default.
• W2892892758 hasConcept C146978453 @default.
• W2892892758 hasConcept C159886148 @default.
• W2892892758 hasConcept C162324750 @default.
• W2892892758 hasConcept C2777303404 @default.
• W2892892758 hasConcept C2779664328 @default.
• W2892892758 hasConcept C2780695682 @default.
• W2892892758 hasConcept C2781303124 @default.
• W2892892758 hasConcept C28826006 @default.
• W2892892758 hasConcept C31258907 @default.
• W2892892758 hasConcept C33923547 @default.
• W2892892758 hasConcept C41008148 @default.
• W2892892758 hasConcept C50522688 @default.
• W2892892758 hasConcept C57869625 @default.
• W2892892758 hasConcept C62520636 @default.
• W2892892758 hasConcept C69357855 @default.
• W2892892758 hasConcept C97355855 @default.
• W2892892758 hasConcept C98763669 @default.
• W2892892758 hasConceptScore W2892892758C105795698 @default.
• W2892892758 hasConceptScore W2892892758C113174947 @default.
• W2892892758 hasConceptScore W2892892758C121332964 @default.
• W2892892758 hasConceptScore W2892892758C121864883 @default.
• W2892892758 hasConceptScore W2892892758C126255220 @default.
• W2892892758 hasConceptScore W2892892758C127162648 @default.
• W2892892758 hasConceptScore W2892892758C127413603 @default.
• W2892892758 hasConceptScore W2892892758C134306372 @default.
• W2892892758 hasConceptScore W2892892758C146978453 @default.
• W2892892758 hasConceptScore W2892892758C159886148 @default.
• W2892892758 hasConceptScore W2892892758C162324750 @default.
• W2892892758 hasConceptScore W2892892758C2777303404 @default.
• W2892892758 hasConceptScore W2892892758C2779664328 @default.
• W2892892758 hasConceptScore W2892892758C2780695682 @default.
• W2892892758 hasConceptScore W2892892758C2781303124 @default.
• W2892892758 hasConceptScore W2892892758C28826006 @default.
• W2892892758 hasConceptScore W2892892758C31258907 @default.
• W2892892758 hasConceptScore W2892892758C33923547 @default.
• W2892892758 hasConceptScore W2892892758C41008148 @default.
• W2892892758 hasConceptScore W2892892758C50522688 @default.
• W2892892758 hasConceptScore W2892892758C57869625 @default.
• W2892892758 hasConceptScore W2892892758C62520636 @default.
• W2892892758 hasConceptScore W2892892758C69357855 @default.
• W2892892758 hasConceptScore W2892892758C97355855 @default.
• W2892892758 hasConceptScore W2892892758C98763669 @default.
• W2892892758 hasLocation W28928927581 @default.
• W2892892758 hasOpenAccess W2892892758 @default.
• W2892892758 hasPrimaryLocation W28928927581 @default.

• next