The following pages link to (Q5327139):
Displaying 8 items.
- Numerical studies on asymptotics of European option under multiscale stochastic volatility (Q1694499) (← links)
- Change point dynamics for financial data: an indexed Markov chain approach (Q2000694) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
- A stochastic equation for predicting tensile fractures in ductile polymer solids (Q2150051) (← links)
- A Nyström method for a class of Fredholm integral equations on the real semiaxis (Q2359414) (← links)
- Pricing European Options Under Stochastic Volatilities Models (Q2960559) (← links)
- Computing integrals with an exponential weight on the real axis in floating point arithmetic (Q6546954) (← links)
