Pages that link to "Item:Q4801371"
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The following pages link to Highs and lows: Some properties of the extremes of a diffusion and applications in finance (Q4801371):
Displaying 4 items.
- Extremal behavior of diffusion models in finance (Q1294762) (← links)
- Brownian meanders, importance sampling and unbiased simulation of diffusion extremes (Q1939714) (← links)
- The value of the high, low and close in the estimation of Brownian motion (Q2040943) (← links)
- Simulation of extremes of diffusions (Q3086525) (← links)