Pages that link to "Item:Q5855964"
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The following pages link to Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds (Q5855964):
Displaying 4 items.
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- Exact simulation of two-parameter Poisson-Dirichlet random variables (Q2042754) (← links)
- Explicit asymptotics on first passage times of diffusion processes (Q5005031) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
