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20082025
most citedBinomial approximations of shortfall risk for game options

7 citations · 8 across the 5 of their papers we have counts for

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math.PR2024

Almost Sure Diffusion Approximation in Averaging: Direct Proofs with Rough Paths Flavors

Yuri Kifer

We consider again the fast-slow motions setups in the continuous time $\frac {dX_N(t)}{dt}=N^{1/2} \sig(X_N(t))(ξ(tN))+b(X_N(t)),\, t\in [0,T]$ and the discrete time $X_N((n+1)/N)=…