Pages that link to "Item:Q2856040"
From MaRDI portal
The following pages link to Hitting times, occupation times, trivariate laws and the forward Kolmogorov equation for a one-dimensional diffusion with memory (Q2856040):
Displaying 5 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Hitting, occupation and inverse local times of one-dimensional diffusions: Martingale and excursion approaches (Q1812190) (← links)
- A forward equation for barrier options under the Brunick & Shreve Markovian projection (Q5001174) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)