Pages that link to "Item:Q2318215"

The following pages link to Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215):

Displaying 4 items.

• Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition (Q2034635) (← links)
• On some properties of sticky Brownian motion (Q3384671) (← links)
• A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
• A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)