Pages that link to "Item:Q2103028"
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The following pages link to Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028):
Displaying 4 items.
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation (Q6372380) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
- Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)