Pages that link to "Item:Q5963181"
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The following pages link to The semigroup governing the generalized Cox-Ingersoll-Ross equation (Q5963181):
Displaying 10 items.
- A stable Cox-Ingersoll-Ross model with restart (Q739517) (← links)
- On backward Kolmogorov equation related to CIR process (Q1641940) (← links)
- A note on generalized CIR equations (Q2048470) (← links)
- A generalized Cox-Ingersoll-Ross equation with growing initial conditions (Q2182793) (← links)
- Analyticity of the Cox-Ingersoll-Ross semigroup (Q2194068) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Scaling and variants of Hardy’s inequality (Q4644714) (← links)
- Analytic approach to solve a degenerate parabolic PDE for the Heston model (Q5348435) (← links)
- A nonautonomous Cox-Ingersoll-Ross equation with growing initial conditions (Q6105359) (← links)
- On a class of problems related to financial mathematics (Q6632402) (← links)