Pages that link to "Item:Q4488754"
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The following pages link to Stock prices as branching processes in random environments: estimation (Q4488754):
Displaying 16 items.
- Large and moderate deviations for a renewal randomly indexed branching process (Q297168) (← links)
- Notes on large deviations for branching processes indexed by a Poisson process (Q779835) (← links)
- Large and moderate deviations for a class of renewal random indexed branching process (Q893948) (← links)
- Large deviations for a Poisson random indexed branching process (Q894589) (← links)
- Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods (Q1023450) (← links)
- A latent process model for the pricing of corporate securities (Q1028533) (← links)
- Deviations for martingale convergence of a branching process with random index (Q2006683) (← links)
- The financial value of knowing the distribution of stock prices in discrete market models (Q2278607) (← links)
- Deviations for jumping times of a branching process indexed by a Poisson process (Q2298619) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Critical randomly indexed branching processes (Q2389323) (← links)
- Limit theorems for a supercritical Poisson random indexed branching process (Q2804434) (← links)
- Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method (Q4576088) (← links)
- Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process (Q5086797) (← links)
- Asymptotic distributions and Berry-Esseen inequalities for Lotka-Nagaev estimator of a Poisson randomly indexed branching process (Q5141729) (← links)
- Controlled branching processes with continuous time (Q5152526) (← links)
