Pages that link to "Item:Q4903046"

The following pages link to First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046):

Displaying 9 items.

• On the first passage times of reflected O-U processes with two-sided barriers (Q855182) (← links)
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
• Constant elasticity of variance models with target zones (Q2164570) (← links)
• Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
• Problem of first passage time of a reflected stochastic volatility model (Q4640537) (← links)
• On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
• Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections (Q5259080) (← links)
• On the first hitting times to boundary of the reflected O-U process with two-sided barriers (Q5400692) (← links)
• Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)