The following pages link to (Q4934370):
Displaying 5 items.
- Multiresolution Hilbert approach to multidimensional Gauss-Markov processes (Q413918) (← links)
- Large deviations of conditioned diffusions and applications (Q2301479) (← links)
- Pricing general barrier options: a numerical approach using sharp large deviations (Q2757306) (← links)
- Euler schemes and half-space approximation for the simulation of diffusion in a domain (Q4534853) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)