The following pages link to A note on some new perpetuities (Q3440862):
Displaying 5 items.
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← 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)
- Arbitrage in skew Brownian motion models (Q2427806) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
