Pages that link to "Item:Q5001159"
From MaRDI portal
The following pages link to Optimal pricing barriers in a regulated market using reflected diffusion processes (Q5001159):
Displaying 12 items.
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts (Q2668500) (← links)
- Neural network stochastic differential equation models with applications to financial data forecasting (Q2692074) (← links)
- (Q3762068) (← links)
- Supersymmetric generalized power functions (Q5140957) (← links)
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
- Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
- Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)
- Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity (Q6187901) (← links)
- Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal (Q6617592) (← links)
- Least squares estimators for reflected Ornstein–Uhlenbeck processes (Q6641297) (← links)
