Pages that link to "Item:Q5022266"
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The following pages link to Markov chain approximation of one-dimensional sticky diffusions (Q5022266):
Displaying 5 items.
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)
- General diffusion processes as limit of time-space Markov chains (Q6187474) (← links)
