Pages that link to "Item:Q3077491"
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The following pages link to First passage time for multivariate jump-diffusion processes in finance and other areas of applications (Q3077491):
Displaying 10 items.
- Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling (Q528850) (← links)
- The intensity model for pricing credit securities with jump diffusion and counterparty risk (Q541467) (← links)
- A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
- A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications (Q2520233) (← links)
- AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY (Q2816962) (← links)
- A mathematical model for multi-name credit based on community flocking (Q4683101) (← links)
- First passage statistics of active random walks on one and two dimensional lattices (Q5058583) (← links)
- A phase transition in the first passage of a Brownian process through a fluctuating boundary with implications for neural coding (Q5171003) (← links)
- Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach (Q5877279) (← links)
- Option pricing when asset returns jump interruptedly (Q6570855) (← links)
