The following pages link to Dam rain and cumulative gain (Q5072615):
Displaying 23 items.
- Lévy random bridges and the modelling of financial information (Q544493) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Bridges with random length: gamma case (Q2181620) (← links)
- Modelling election dynamics and the impact of disinformation (Q2279963) (← links)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
- Lévy information and the aggregation of risk aversion (Q2831278) (← links)
- EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL (Q2929372) (← links)
- DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS (Q3304215) (← links)
- Brownian bridge with random length and pinning point for modelling of financial information (Q5056586) (← links)
- HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES (Q5072622) (← links)
- Generalised liouville processes and their properties (Q5139919) (← links)
- Stochastic sequential reduction of commutative Hamiltonians (Q5141082) (← links)
- OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (Q5262522) (← links)
- (Q5302209) (redirect page) (← links)
- General theory of geometric Lévy models for dynamic asset pricing (Q5345963) (← links)
- A family of interacting particle systems pinned to their ensemble average (Q5877972) (← links)
- Lévy models for collapse of the wave function (Q5880304) (← links)
- From irrevocably modulated filtrations to dynamical equations over random networks (Q6103739) (← links)
- Information-based approach: pricing of a credit risky asset in the presence of default time (Q6612339) (← links)
- Information-based trading (Q6644187) (← links)
