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Computation of Greeks and multidimensional density estimation for asset price models with time-changed Brownian motion
Kawai, Reiichiro
;
Kohatsu-Higa, Arturo
- In:
Applied mathematical finance
17
(
2010
)
3/4
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pp. 302-321
Persistent link: https://www.econbiz.de/10008653256
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Weak approximation for a black-scholes type regime switching model
Kohatsu-Higa, Arturo
;
Tanaka, Akihiro
- In:
Applied mathematical finance
31
(
2024
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10015194417
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