In typical stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one- dimensional stochastic differential equation (SDE). We assume ...
A discretization scheme for nonnegative diffusion processes is proposed and the convergence of the corresponding sequence of approximate processes is proved using the martingale problem framework.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results