The following pages link to (Q4979128):
Displaying 23 items.
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Stochastic analysis for finance with simulations (Q276302) (← links)
- Second order Riesz transforms on multiply-connected Lie groups and processes with jumps (Q345043) (← links)
- Financial mathematics. The evaluation of derivatives. (Q444621) (← links)
- Mathematics of financial markets. (Q703590) (← links)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Mathematical models of financial derivatives (Q925084) (← links)
- Option theory with stochastic analysis. An introduction to mathematical finance. (Q1414900) (← links)
- Introduction to stochastic finance (Q1668482) (← links)
- Stochastic calculus for finance. I: The binomial asset pricing model. (Q1883334) (← links)
- Stochastic calculus for finance. II: Continuous-time models. (Q1883335) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- On the practical point of view of option pricing (Q2101128) (← links)
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- Deterministic versus stochastic consensus dynamics on graphs (Q2315158) (← links)
- (Q2741106) (← links)
- Various Sharp Estimates for Semi-discrete Riesz Transforms of the Second Order (Q4612130) (← links)
- Discrete Hilbert transform à la Gundy–Varopoulos (Q4959721) (← links)
- Mathematical Modeling and Computation in Finance (Q5207029) (← links)
- Stochastic finance. An introduction in discrete time (Q5894843) (← links)
- Derivation of wealth distributions from biased exchange of money (Q6106922) (← links)
- A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
- Pricing formula of lookback option in stochastic delay differential equation model (Q6650774) (← links)
