Pages that link to "Item:Q2856040"
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The following pages link to Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory (Q2856040):
Displayed 4 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- 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)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
