Pages that link to "Item:Q5193007"
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The following pages link to MARKOVIAN PROJECTION ONTO A DISPLACED DIFFUSION: GENERIC FORMULAS WITH APPLICATIONS (Q5193007):
Displaying 7 items.
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- Non-Markovian spiking statistics of a neuron with delayed feedback in presence of refractoriness (Q395711) (← links)
- STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS (Q3005959) (← links)
- REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS (Q5010065) (← links)
- Effective stochastic volatility: applications to ZABR-type models (Q5014218) (← links)
- Effective Markovian projection: application to CMS spread options and mid-curve swaptions (Q5079407) (← links)
- APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH (Q5358059) (← links)
