Pages that link to "Item:Q5868800"
From MaRDI portal
The following pages link to Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients (Q5868800):
Displaying 4 items.
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
- Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
