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- stochastic delayed complex networks with stochastic hybrid impulses by dupire Itô's formula 2022-07-26 Paper The discriminance for a special class of circulant...10 bytes (16 words) - 09:28, 7 October 2023
- stochastic delayed complex networks with stochastic hybrid impulses by dupire Itô's formula 2022-07-26 Paper Cramér-type moderate deviations for statistics in...10 bytes (17 words) - 02:16, 10 December 2023
- stochastic delayed complex networks with stochastic hybrid impulses by dupire Itô's formula 2022-07-26 Paper Synchronization of multi-links systems with Lévy...10 bytes (16 words) - 03:49, 7 October 2023
- differential equations with regime-switching: analysis using Dupire's functional Itô formula 2020-07-02 Paper General nonlinear stochastic systems motivated...10 bytes (18 words) - 10:58, 24 September 2023
- time-independent eigenvalues 2023-03-07 Paper A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance 2022-04-28 Paper Portfolio...10 bytes (16 words) - 00:59, 11 December 2023
- differential equations with regime-switching: analysis using Dupire's functional Itô formula 2020-07-02 Paper General nonlinear stochastic systems motivated...10 bytes (18 words) - 14:29, 6 October 2023
- with price impact 2022-09-05 Paper A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance 2022-04-28 Paper Simple...10 bytes (16 words) - 01:53, 10 December 2023
- Distributions by the Saddle Point Method 2014-07-31 Paper Can there be an explicit formula for implied volatility? 2014-05-12 Paper DIGITAL DOUBLE BARRIER OPTIONS:...10 bytes (16 words) - 04:09, 25 September 2023
- with price impact 2022-09-05 Paper A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance 2022-04-28 Paper McKean-Vlasov...10 bytes (16 words) - 16:25, 6 October 2023
- Some aspects of K. Itô's works 2010-06-24 Paper https://portal.mardi4nfdi.de/entity/Q3563036 2010-05-28 Paper Some aspects of K. Itô's works 2010-05-21 Paper...10 bytes (17 words) - 19:36, 8 December 2023
- filtrations for diffusions 1987-01-01 Paper An Extension of Ito’s Differentiation Formula 1987-01-01 Paper Reverse time differentiation and smoothing formulae...10 bytes (19 words) - 16:53, 9 December 2023
- org/10.1016/j.nahs.2022.101200 zbMATH Keywords stability; multi-links; Dupire Itô's formula; stochastic delayed complex networks; stochastic hybrid impulses...15 bytes (94 words) - 01:10, 2 February 2024
- 1016/j.spa.2019.07.013 zbMATH Keywords martingales; volatility; Itô-Tanaka formula; Dupire formula Mathematics Subject Classification ID 60G44: Martingales with...15 bytes (72 words) - 00:38, 2 February 2024
- zbMATH Keywords Schwartz distributions; Tanaka formula; Itô processes; Margrabe option; Dupire formula Mathematics Subject Classification ID 60H30: Applications...15 bytes (75 words) - 12:12, 8 February 2024
- predictable representation; Dawson-Watanabe superprocesses; Dupire formula; functional Itō-formula; non-anticipative path differentiation Mathematics Subject...15 bytes (79 words) - 21:21, 1 February 2024
