On fluctuations of a multivariate random walk with some applications to stock options trading and hedging (Q2426067): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mcm.2006.02.022
+Normal rank
@@ Property / OpenAlex ID @@
+W2010624285
@@ Property / OpenAlex ID: W2010624285 / rank @@
+Normal rank
@@ Property / cites work @@
+First excess levels of vector processes
@@ Property / cites work: First excess levels of vector processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4878841
@@ Property / cites work: Q4878841 / rank @@
+Normal rank
@@ Property / cites work @@
+On the level crossing of multi-dimensional delayed renewal processes
+Normal rank
@@ Property / cites work @@
+On exit times of multivariate random walk with some applications to finance
+Normal rank
@@ Property / cites work @@
+Random observations of marked Cox processes. Time insensitive functionals
+Normal rank
@@ Property / cites work @@
+On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process
+Normal rank
@@ Property / cites work @@
+On generalized renewal measures and certain first passage times
+Normal rank
@@ Property / cites work @@
+On the position of a random walk at the time of first exit from a sphere
+Normal rank
@@ Property / cites work @@
+Range of fluctuation of Brownian motion on a complete Riemannian manifold
+Normal rank
@@ Property / cites work @@
+Tree-indexed processes: A high level crossing analysis
+Normal rank
@@ Property / cites work @@
+Q3893067
@@ Property / cites work: Q3893067 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5731217
@@ Property / cites work: Q5731217 / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuation theory in continuous time
@@ Property / cites work: Fluctuation theory in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Perpetual options and Canadization through fluctuation theory
+Normal rank
@@ Property / cites work @@
+Generalized Poisson Models and their Applications in Insurance and Finance
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+High-Dimensional Nonlinear Diffusion Stochastic Processes
+Normal rank
@@ Property / cites work @@
+A Guide to First-Passage Processes
@@ Property / cites work: A Guide to First-Passage Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A first passage problem and its applications to the analysis of a class of stochastic models
+Normal rank
@@ Property / cites work @@
+Fluctuations of Recurrent Processes and Their Applications to the Stock Market
+Normal rank
@@ Property / cites work @@
+Q5697727
@@ Property / cites work: Q5697727 / rank @@
+Normal rank
@@ Property / cites work @@
+Level crossings of an oscillating marked random walk
+Normal rank