Pages that link to "Item:Q1940229"
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The following pages link to Time homogeneous diffusions with a given marginal at a deterministic time (Q1940229):
Displaying 4 items.
- The Wronskian parametrises the class of diffusions with a given distribution at a random time (Q456284) (← links)
- Can time-homogeneous diffusions produce any distribution? (Q1950378) (← links)
- Time homogeneous diffusion with drift and killing to meet a given marginal (Q2258833) (← links)
- LOCAL VARIANCE GAMMA AND EXPLICIT CALIBRATION TO OPTION PRICES (Q2968277) (← links)