Pages that link to "Item:Q5106727"
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The following pages link to Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound (Q5106727):
Displaying 10 items.
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- A result on the Laplace transform associated with the sticky Brownian motion on an interval (Q3384665) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Exact solutions of the two-side exit time problems for the Vasicek model (Q5057339) (← links)
- On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
- Some Laplace transforms and integral representations for parabolic cylinder functions and error functions (Q5164414) (← links)
- Sticky Feller diffusions (Q6165209) (← 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)
