Pages that link to "Item:Q2510020"
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The following pages link to Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020):
Displaying 23 items.
- Computing probabilistic solutions of the Bernoulli random differential equation (Q313637) (← links)
- Some properties of doubly skewed CIR processes (Q891388) (← links)
- On stability of the Markov-modulated skew CIR process (Q899651) (← links)
- Random attractors for non-autonomous stochastic wave equations with nonlinear damping and white noise (Q2078174) (← links)
- Upper semicontinuity of pullback attractors for a nonautonomous damped wave equation (Q2126797) (← links)
- Uniform random attractors for a non-autonomous stochastic strongly damped wave equation on \(\mathbb{R}^{\mathbb{N}}\) (Q2134927) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463) (← links)
- Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215) (← links)
- First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
- Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704) (← links)
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion) (Q2729107) (← links)
- The valuation of options on foreign exchange rate in a target zone (Q2806367) (← links)
- Generalized Ornstein-Uhlenbeck processes associated with martingales and their application in finance (Q2823801) (← links)
- Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← 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)
- Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients (Q5197539) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
- DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE (Q5371137) (← links)
- Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (Q6101076) (← links)
- Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)
