Pages that link to "Item:Q1265769"
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The following pages link to Path dependent options on yields in the affine term structure model (Q1265769):
Displayed 10 items.
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
- A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253) (← links)
- Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary (Q2481449) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- Term structure movements implicit in Asian option prices (Q2893078) (← links)
- On the first passage time distribution of an Ornstein–Uhlenbeck process (Q2994837) (← links)
- FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
- Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average (Q5476149) (← links)
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161) (← links)