Pages that link to "Item:Q5018754"
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The following pages link to Limit theorems for prices of options written on semi-Markov processes (Q5018754):
Displaying 5 items.
- (Q3076275) (← links)
- (Q4802405) (← links)
- Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach (Q6143055) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)
- Regularity and asymptotics of densities of inverse subordinators (Q6658777) (← links)