Pages that link to "Item:Q328100"

The following pages link to A hyper-Erlang jump-diffusion process and applications in finance (Q328100):

Displaying 8 items.

• A note on first passage functionals for hyper-exponential jump-diffusion processes (Q742961) (← links)
• Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
• Feynman-Kac for functional jump diffusions with an application to credit value adjustment (Q894585) (← links)
• On first passage times of a hyper-exponential jump diffusion process (Q1015316) (← links)
• Dyson type formula for pure jump Lévy processes with some applications to finance (Q2289812) (← links)
• First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
• Generalized hyperbolic diffusion processes with applications in finance (Q2757300) (← links)
• Point Processes and Jump Diffusions (Q4986963) (← links)