Pages that link to "Item:Q5423047"
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The following pages link to NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(<Special Issue>Advanced Planning and Scheduling for Supply Chain Management) (Q5423047):
Displaying 4 items.
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
- A Numerical Bifurcation Analysis of the Ornstein–Zernike Equation with Hypernetted Chain Closure (Q3545253) (← links)
- The Continuous-Time Ehrenfest Process in Term Structure Modelling (Q4933194) (← links)