Pages that link to "Item:Q5281722"

The following pages link to EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722):

Displaying 3 items.

• Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
• A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
• A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)