Pages that link to "Item:Q3322949"
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The following pages link to Mean stochastic comparison of diffusions (Q3322949):
Displaying 27 items.
- Comparison theorems for neutral stochastic functional differential equations (Q264458) (← links)
- Polynomial diffusions and applications in finance (Q331360) (← links)
- On a class of diverse market models (Q470733) (← links)
- Generalisation of Hajek's stochastic comparison results to stochastic sums (Q507680) (← links)
- Comparison theorem for stochastic functional differential equations and applications (Q523082) (← links)
- Mean field systems on networks, with singular interaction through hitting times (Q784182) (← links)
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- A comparison principle for certain convex functionals of a diffusion process without drift (Q1094761) (← links)
- Volatility time and properties of option prices (Q1425480) (← links)
- Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
- Pricing European passport option with radial basis function (Q1791773) (← links)
- Monotone convex order for the McKean-Vlasov processes (Q2169075) (← links)
- Dynamics of observables in rank-based models and performance of functionally generated portfolios (Q2286454) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- On stochastic ordering for diffusion with jumps and applications (Q2643742) (← links)
- A note on applications of stochastic ordering to control problems in insurance and finance (Q2875271) (← links)
- The mean comparison theorem cannot be extended to the Poisson case (Q4660544) (← links)
- Comparison of solutions of stochastic equations and applications (Q4949462) (← links)
- Options on a traded account: symmetric treatment of the underlying assets (Q5215436) (← links)
- CLA’s, PLA’s and a new method for pricing general passport options (Q5245459) (← links)
- Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach (Q5270095) (← links)
- LINEAR STOCHASTIC DIVIDEND MODEL (Q5854311) (← links)
- A maximum a posteriori estimator for trajectories of diffusion processes (Q5903363) (← links)
- A maximum a posteriori estimator for trajectories of diffusion processes (Q5903883) (← links)
- Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)
- Measure-valued affine and polynomial diffusions (Q6596205) (← links)
