Pages that link to "Item:Q4691941"
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The following pages link to A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941):
Displaying 3 items.
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- Discrete time modeling of mean-reverting stochastic processes for real option valuation (Q2384621) (← links)