Pages that link to "Item:Q654495"
From MaRDI portal
The following pages link to A note on first-passage times of continuously time-changed Brownian motion (Q654495):
Displayed 12 items.
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- The randomized first-hitting problem of continuously time-changed Brownian motion (Q1634350) (← links)
- Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles (Q1678729) (← links)
- Numerical determination of hitting time distributions from their Laplace transforms: simple cases (Q1782972) (← links)
- Some characterizations for Brownian motion with Markov switching (Q2060874) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- First passage time and mean exit time for switching Brownian motion (Q5887755) (← links)
- Extracting implied volatilities from bank bonds (Q6077441) (← links)
- Some explicit expressions for GBM with Markovian switching and parameter estimations (Q6118234) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)