Pages that link to "Item:Q2510020"

The following pages link to Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020):

Displaying 16 items.

• Computing probabilistic solutions of the Bernoulli random differential equation (Q313637) (← links)
• Some properties of doubly skewed CIR processes (Q891388) (← links)
• On stability of the Markov-modulated skew CIR process (Q899651) (← links)
• Random attractors for non-autonomous stochastic wave equations with nonlinear damping and white noise (Q2078174) (← links)
• Upper semicontinuity of pullback attractors for a nonautonomous damped wave equation (Q2126797) (← links)
• Uniform random attractors for a non-autonomous stochastic strongly damped wave equation on \(\mathbb{R}^{\mathbb{N}}\) (Q2134927) (← links)
• Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
• An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463) (← links)
• Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215) (← links)
• First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
• THE VALUATION OF OPTIONS ON FOREIGN EXCHANGE RATE IN A TARGET ZONE (Q2806367) (← links)
• A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
• Exact solutions of the two-side exit time problems for the Vasicek model (Q5057339) (← links)
• Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (Q5077414) (← links)
• Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients (Q5197539) (← links)
• EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)