Pages that link to "Item:Q1713463"
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The following pages link to Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463):
Displaying 6 items.
- On SDEs with marginal laws evolving in finite-dimensional exponential families (Q1579848) (← links)
- The density of bounded diffusions (Q1927725) (← links)
- Hyperbolic symmetrization of Heston type diffusion (Q2326982) (← links)
- Transition density for CIR process by Lie symmetries and application to ZCB pricing (Q2867720) (← links)
- On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes (Q4842811) (← links)
- A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (Q5493548) (← links)