Pages that link to "Item:Q2571223"

The following pages link to Asymmetric skew Bessel processes and their applications to finance (Q2571223):

Displaying 15 items.

• On symmetric and skew Bessel processes (Q444357) (← links)
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
• Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
• Exploration trees and conformal loop ensembles (Q1006533) (← links)
• Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
• A simple trinomial lattice approach for the skew-extended CIR models (Q1687377) (← links)
• On the semi-group of a scaled skew Bessel process (Q1726774) (← links)
• Multilayer heat equations and their solutions via oscillating integral transforms (Q2145027) (← links)
• Persistence and exit times for some additive functionals of skew Bessel processes (Q2224967) (← links)
• On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
• Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
• Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215) (← links)
• Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
• First Passage Time of Skew Brownian Motion (Q3165487) (← links)
• Asymptotics for time-changed diffusions (Q4606858) (← links)