13 citations to https://www.mathnet.ru/eng/tvp2241
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Nakahiro Yoshida, Rabi N. Bhattacharya, 2016, 15
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Yuliya Mishura, “The rate of convergence of option prices on the asset following a geometric Ornstein–Uhlenbeck process”, Lith Math J, 55:1 (2015), 134
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I. Rinott, V. I. Rotar', “Some bounds on the rate of convergence in the CLT for martingales. II”, Theory Probab. Appl., 44:3 (2000), 523–536
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Y. Rinott, V. I. Rotar', “Some bounds on the rate of convergence in the CLT for martingales. I”, Theory Probab. Appl., 43:4 (1999), 604–619
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I. G. Grama, “On moderate deviations for martingales”, Ann. Probab., 25:1 (1997)
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E. Valkeila, “On normal approximation of a process with independent increments”, Russian Math. Surveys, 50:5 (1995), 945–961
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L. V. Kir'yanova, V. I. Rotar', “An estimate for the rate of convergence in the central limit theorem for martingales”, Theory Probab. Appl., 36:2 (1991), 289–302
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N. Besdziek, “Strong approximations of semimartingales by processes with independent increments”, Probab. Th. Rel. Fields, 87:4 (1991), 489
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T. V. Oblakova, “On the rate of convergence in the central
limit theorem for stochastic integrals”, Russian Math. Surveys, 44:2 (1989), 289–290
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Kh. M. Mamatov, I. G. Grame, “On the rate of convergence in the limit theorem for stochastic integrals with respect to martingales”, Russian Math. Surveys, 43:2 (1988), 175–176