The following pages link to (Q4039796):
Displaying 50 items.
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013) (← links)
- The Skorokhod problem in a time-dependent interval (Q1004400) (← links)
- Dispersion of volume under the action of isotropic Brownian flows (Q1004408) (← links)
- Measure-valued flows given consistent exchangeable families (Q1014863) (← links)
- The alternating marked point process of \(h\)-slopes of drifted Brownian motion (Q1019609) (← links)
- A renewal jump-diffusion process with threshold dividend strategy (Q1019768) (← links)
- A Kushner approach for small random perturbations of the Duffing-van der Pol system (Q1023389) (← links)
- A simple model of corporate international investment under incomplete information and taxes (Q1026542) (← links)
- Pricing of path-dependent American options by Monte Carlo simulation (Q1027429) (← links)
- A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
- A latent process model for the pricing of corporate securities (Q1028533) (← links)
- The dividend function in the jump-diffusion dual model with barrier dividend strategy (Q1030290) (← links)
- A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system (Q1032048) (← links)
- Quasi-stationary distributions and diffusion models in population dynamics (Q1035865) (← links)
- Particle Monte Carlo and lattice-Boltzmann methods for simulations of gas-particle flows (Q1043049) (← links)
- Brownian motion and its functionals (Q1091047) (← links)
- General Wald-type identities for exchangeable sequences and processes (Q1113186) (← links)
- On solutions of stochastic differential equations with drift (Q1122220) (← links)
- Random time change and an integral representation for marked stopping times (Q1123482) (← links)
- Effect of a drift discontinuity on a travelling Gaussian (Q1124848) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- Optimal consumption choices for a `large' investor (Q1128528) (← links)
- Bayesian adaptive control of discrete-time Markov processes with long-run average cost (Q1128968) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- A simplified treatment of the theory of optimal regulation of Brownian motion (Q1177284) (← links)
- Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter (Q1201123) (← links)
- Exit probability estimates for martingales in geodesic balls, using curvature (Q1203907) (← links)
- Some exact equivalents for Brownian motion in Hölder norm (Q1203925) (← links)
- Optimal trading of stock options under alternative strategy (Q1206118) (← links)
- An application of reflected diffusions to the problem of choosing between hydro and thermal power generation (Q1208937) (← links)
- On an extension of Lévy's stochastic area process to higher dimensions (Q1208943) (← links)
- Stochastic comparisons of Itô processes (Q1208952) (← links)
- Multiple integrals with respect to \(L\)-mixing processes (Q1210288) (← links)
- On two-parameter non-degenerate Brownian martingales (Q1265683) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- Phase transition for absorbed Brownian motion with drift (Q1285199) (← links)
- The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814) (← links)
- On the ``hot spots'' conjecture of J. Rauch (Q1294090) (← links)
- Brownian motion in a Brownian crack (Q1296602) (← links)
- State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits (Q1296747) (← links)
- Spectral methods for identifying scalar diffusions (Q1298435) (← links)
- Capacity estimates for the scattering phase (Q1306868) (← links)
- Sets avoided by Brownian motion (Q1307493) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- Recursive identification in continuous-time stochastic processes (Q1316601) (← links)
- Some absolute continuities of superdiffusions and super-stable processes (Q1318329) (← links)
- Identification and control in the partially known Merton portfolio selection model (Q1321343) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
