Pages that link to "Item:Q482808"

The following pages link to Bessel bridges decomposition with varying dimension: applications to finance (Q482808):

Displaying 8 items.

• Explicit construction of a dynamic Bessel bridge of dimension 3 (Q388880) (← links)
• On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
• Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
• A note on switching property for squared Bessel process (Q831325) (← links)
• Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
• Squared Bessel processes and their applications to the square root interest rate model (Q1421689) (← links)
• The Gorin-Shkolnikov identity and its random tree generalization (Q2664546) (← links)
• On certain integral functionals of squared Bessel processes (Q2804020) (← links)