Pages that link to "Item:Q4819461"

The following pages link to The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461):

Displaying 22 items.

• Density of generalized Verhulst process and Bessel process with constant drift (Q507027) (← links)
• Bessel process and conformal quantum mechanics (Q1035830) (← links)
• Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
• An integral representation of elasticity and sensitivity for stochastic volatility models (Q1744204) (← links)
• Independent factorization of the last zero arcsine law for Bessel processes with drift (Q2064818) (← links)
• Green's functions and the Cauchy problem of the Burgers hierarchy and forced Burgers equation (Q2207420) (← links)
• Outflow probability for drift-diffusion dynamics (Q2643201) (← links)
• BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
• Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
• INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS (Q2892979) (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
• Stochastic acceleration in generalized squared Bessel processes (Q3302188) (← links)
• THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) (← links)
• THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
• A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
• Doubling-Time Probability Densities For Growth Processes (Q5256271) (← links)
• Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum (Q5366996) (← links)
• PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796) (← links)
• PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
• CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850) (← links)
• On the transition densities for reflected diffusions (Q5694152) (← links)
• Product formulas and convolutions for Laplace-Beltrami operators on product spaces: beyond the trivial case (Q6047247) (← links)