The following pages link to (Q4714465):
Displaying 50 items.
- Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models (Q1959682) (← links)
- Absorbing boundaries and optimal stopping in a stochastic differential equation (Q1967100) (← links)
- Brownian motion with a horizontal Bessel drift in a parabolic-type domain (Q1979903) (← links)
- The first hitting time of the integers by symmetric Lévy processes (Q1999924) (← links)
- Local conformal structure of Liouville quantum gravity (Q2007751) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
- First hitting time of the integer lattice by symmetric stable processes (Q2018618) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- A financial market with singular drift and no arbitrage (Q2037760) (← links)
- Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin (Q2042815) (← links)
- An impulse-regime switching game model of vertical competition (Q2068903) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- The absence of attrition in a war of attrition under complete information (Q2078041) (← links)
- Some results on the generalized Brownian bridge (Q2090572) (← links)
- Explicit solutions for a class of nonlinear BSDEs and their nodal sets (Q2096192) (← links)
- On the existence and the Hölder regularity of the local time of the Brownian bridge (Q2101308) (← links)
- Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression (Q2135277) (← links)
- Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk (Q2139110) (← links)
- Transition dynamics in a network game with heterogeneous agents: the stochastic case (Q2139505) (← links)
- Optimal sustainable harvesting of populations in random environments (Q2145792) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- A sequential test and a sequential sampling plan based on the process capability index \(C_{pmk}\) (Q2155031) (← links)
- First hitting time of Brownian motion on simple graph with skew semiaxes (Q2157409) (← links)
- Adjustment dynamics in a network game with stochastic parameters (Q2171736) (← links)
- Lie symmetry methods for local volatility models (Q2175338) (← links)
- Generalized couplings and ergodic rates for SPDEs and other Markov models (Q2180376) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- Asset prices in segmented and integrated markets (Q2211344) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186) (← links)
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- A Gaussian particle distribution for branching Brownian motion with an inhomogeneous branching rate (Q2243930) (← links)
- Quenched distributions for the maximum, minimum and local time of the Brox diffusion (Q2244553) (← links)
- Bernstein diffusions for a class of linear parabolic partial differential equations (Q2248932) (← links)
- American step options (Q2282524) (← links)
- A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: the one-dimensional case (Q2295035) (← links)
- Linking the diffusion model and general recognition theory: circular diffusion with bivariate-normally distributed drift rates (Q2332846) (← links)
- Subordinated Brownian motion: last time the process reaches its supremum (Q2352336) (← links)
- Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\) (Q2352639) (← links)
- Growth of the Brownian forest (Q2368838) (← links)
- The maximum of a Lévy process reflected at a general barrier (Q2389233) (← links)
- Heavy-tailed fractional Pearson diffusions (Q2408994) (← links)
- Periodic homogenization with an interface: the multi-dimensional case (Q2431521) (← links)
- Nonstationary discrete choice (Q2439053) (← links)
- Level premium rates as a function of initial capital (Q2442540) (← links)
- Perturbation theory series in quantum mechanics: phase transition and exact asymptotic forms for the expansion coefficients (Q2449461) (← links)
- Exact small ball asymptotics in weighted \(L_2\)-norm for some Gaussian processes (Q2452924) (← links)
- Exponential growth of the numbers of particles for branching symmetric \(\alpha\)-stable processes (Q2478644) (← links)
- Large void zones and occupation times for coalescing random walks (Q2485754) (← links)
