Pages that link to "Item:Q5855964"

The following pages link to Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds (Q5855964):

Displayed 3 items.

• Exact simulation of two-parameter Poisson-Dirichlet random variables (Q2042754) ‎ (← links)
• Explicit asymptotics on first passage times of diffusion processes (Q5005031) ‎ (← links)
• A general approach for Parisian stopping times under Markov processes (Q6111010) ‎ (← links)