Pages that link to "Item:Q2485843"

The following pages link to On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843):

Displaying 20 items.

• European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process (Q486871) (← links)
• On the hitting times of continuous-state branching processes with immigration (Q744241) (← links)
• Lamperti transformation for continuous-state branching processes with competition and applications (Q900912) (← links)
• On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
• Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
• Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
• Fluctuation theory for level-dependent Lévy risk processes (Q2280031) (← links)
• The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes (Q2381973) (← links)
• Continuous-state branching processes with competition: duality and reflection at infinity (Q2631859) (← links)
• Exit times for a class of piecewise exponential Markov processes with two-sided jumps (Q2642039) (← links)
• A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet (Q2654728) (← links)
• On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process (Q2804009) (← links)
• The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes (Q2823398) (← links)
• Generalized Ornstein-Uhlenbeck processes associated with martingales and their application in finance (Q2823801) (← links)
• First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
• The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (Q3182427) (← links)
• FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
• Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
• Continuous-state branching processes with collisions: first passage times and duality (Q6186388) (← links)