Pages that link to "Item:Q2339552"
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The following pages link to First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552):
Displaying 10 items.
- On first hitting times for skew CIR processes (Q267888) (← links)
- Some properties of doubly skewed CIR processes (Q891388) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- Quelques martingales associées à l'intégrale du processus d'ornstein- uhlenbeck. application à l'étude despremiers instants d'atteinte (Q2785315) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- Exact solutions of the two-side exit time problems for the Vasicek model (Q5057339) (← links)
- Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (Q5077414) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
- Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average (Q5476149) (← links)
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161) (← links)
