Pages that link to "Item:Q410646"
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The following pages link to First hitting problems for Markov chains that converge to a geometric Brownian motion (Q410646):
Displaying 5 items.
- On Markov chains induced from stock processes having barriers in finance market (Q696166) (← links)
- First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process (Q963532) (← links)
- The randomized first-hitting problem of continuously time-changed Brownian motion (Q1634350) (← links)
- First passage time of a Markov chain that converges to Bessel process (Q1667565) (← links)
- On a discrete version of the CIR process (Q2846807) (← links)