Pages that link to "Item:Q2446711"
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The following pages link to On the Markovian projection in the Brunick-Shreve mimicking result (Q2446711):
Displaying 4 items.
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- A forward equation for barrier options under the Brunick & Shreve Markovian projection (Q5001174) (← links)
- Markov projection of semimartingales -- application to comparison results (Q6115255) (← links)
- Controlled martingale problems and their Markov mimics (Q6608784) (← links)
