The following pages link to (Q3996259):
Displaying 50 items.
- Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the \(C_g\) space (Q275055) (← links)
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator (Q311996) (← links)
- Subtle noise structures as control signals in high-order biocognition (Q341978) (← links)
- Option-based risk management of a bond portfolio under regime switching interest rates (Q354661) (← links)
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Option pricing using a binomial model with random time steps (A formal model of gamma hedging) (Q375247) (← links)
- Term structure modelling of defaultable bonds (Q375366) (← links)
- A contour line of the continuum Gaussian free field (Q377514) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations (Q385553) (← links)
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
- The asymptotics of the integrated self-weighted cross volatility estimator (Q394775) (← links)
- Stochastic conservation laws: weak-in-time formulation and strong entropy condition (Q403316) (← links)
- Learning from private and public observations of others' actions (Q417608) (← links)
- Martingale problem to Stratonovich stochastic inclusion (Q419923) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- On set-valued stochastic integrals and fuzzy stochastic equations (Q429355) (← links)
- Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
- Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798) (← links)
- Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
- Calculations of greeks for jump diffusion processes (Q493354) (← links)
- Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
- Semilinear neutral fractional stochastic integro-differential equations with nonlocal conditions (Q495714) (← links)
- Environmental induction of neurodevelopmental disorders (Q518225) (← links)
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
- Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
- Decomposition of neurological multivariate time series by state space modelling (Q535574) (← links)
- Adapted solution of a backward stochastic differential equation (Q584199) (← links)
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
- A cluster identification framework illustrated by a filtering model for earthquake occurrences (Q605863) (← links)
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087) (← links)
- An \(L_{p }\)-theory for stochastic integral equations (Q657028) (← links)
- On the total operating costs up to default in a renewal risk model (Q659143) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- Stochastic evolution equations driven by Lévy processes (Q661386) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Application of the lent particle method to Poisson-driven SDEs (Q662825) (← links)
- Some properties of set-valued stochastic integrals (Q663649) (← links)
- An alternative approach to stochastic calculus for economic and financial models (Q673806) (← links)
- The hydrodynamic limit for the reaction diffusion equation -- an approach in terms of the GPV method (Q678077) (← links)
