Pages that link to "Item:Q2823801"
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The following pages link to Generalized Ornstein-Uhlenbeck processes associated with martingales and their application in finance (Q2823801):
Displaying 5 items.
- Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes (Q2823398) (← links)
- Application of the spectral theory and perturbation theory to the study of Ornstein-Uhlenbeck processes (Q4633469) (← links)