Pages that link to "Item:Q3068185"
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The following pages link to Exact simulation of Bessel diffusions (Q3068185):
Displaying 13 items.
- Assessing nonresponse bias in a business survey: proxy pattern-mixture analysis for skewed data (Q262417) (← links)
- Bessel bridges decomposition with varying dimension: applications to finance (Q482808) (← links)
- Diffusions with Bessel-like drifts (Q906615) (← links)
- Squared Bessel processes and their applications to the square root interest rate model (Q1421689) (← links)
- Efficient Monte Carlo for diffusion processes using Ornstein-Uhlenbeck bridges (Q1722530) (← links)
- A probabilistic proof of an asymptotic formula for the modified Bessel function (Q2171978) (← links)
- On a gateway between continuous and discrete Bessel and Laguerre processes (Q2323058) (← links)
- Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts (Q2513643) (← links)
- Pricing step options under the CEV and other solvable diffusion models (Q2853376) (← links)
- Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts (Q2962134) (← links)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
- Forward or backward simulation? A comparative study (Q5139227) (← links)
- Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175) (← links)
