Pages that link to "Item:Q4236352"

The following pages link to Elementary Stochastic Calculus, with Finance in View (Q4236352):

Displaying 39 items.

• Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test (Q135901) (← links)
• On stochastic variational inequalities with mean value constraints (Q346830) (← links)
• A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty (Q507921) (← links)
• Power-law distribution of gene expression fluctuations (Q644018) (← links)
• Exact linearization of one-dimensional jump-diffusion stochastic differential equations (Q840343) (← links)
• Pricing used products for remanufacturing (Q958082) (← links)
• Statistical inference for reciprocal gamma diffusion process (Q1036702) (← links)
• Closed-form approximations for diffusion densities: A path integral approach. (Q1426782) (← links)
• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process (Q1714436) (← links)
• PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076) (← links)
• Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
• Quasi-Monte Carlo algorithms for diffusion equations in high dimensions (Q1775922) (← links)
• Default and prepayment options pricing and default probability valuation under VG model (Q2050944) (← links)
• A Girsanov result for the Pettis integral (Q2054559) (← links)
• A generalized entropy optimization modelling in the theory of stochastic differential equations (Q2151586) (← links)
• A descriptive definition of the backwards Itô-Henstock integral (Q2188795) (← links)
• Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral (Q2188802) (← links)
• A vector Girsanov result and its applications to conditional measures via the Birkhoff integrability (Q2280064) (← links)
• Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation (Q2334884) (← links)
• The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations (Q2410408) (← links)
• A constructive approach to gene expression dynamics (Q2425759) (← links)
• A stochastic approach to multi-gene expression dynamics (Q2478871) (← links)
• Double-exponential fast Gauss transform algorithms for pricing discrete lookback options (Q2503998) (← links)
• Transformation invariant stochastic catastrophe theory (Q2507966) (← links)
• Equilibrium models with heterogeneous agents under rational expectations and its numerical solution (Q2656024) (← links)
• Rational pricing of leveraged ETF expense ratios (Q2675246) (← links)
• An application of new method to obtain probability density function of solution of stochastic differential equations (Q2690712) (← links)
• An introduction to multilevel Monte Carlo for option valuation (Q2804491) (← links)
• Stochastic analysis of autoregulatory gene expression dynamics (Q3005144) (← links)
• Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations (Q3607665) (← links)
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process (Q4568253) (← links)
• (Q5039578) (← links)
• Variable dimension via stochastic volatility model using FX rates (Q5129099) (← links)
• CVA Computing by PDE Models (Q5274924) (← links)
• Parameter estimation for Fisher–Snedecor diffusion (Q5402577) (← links)
• (Q5886089) (← links)
• Probabilistic forecasts of solar irradiance using stochastic differential equations (Q6069121) (← links)
• PDEs for pricing interest rate derivatives under the new generalized forward market model (FMM) (Q6585361) (← links)
• Finite-dimensional models for response analysis (Q6669408) (← links)