Pages that link to "Item:Q645596"
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The following pages link to A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596):
Displaying 7 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Distribution of the integral of maximum processes and applications (Q1633562) (← links)
- Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals (Q2179620) (← links)
- Time homogeneous diffusion with drift and killing to meet a given marginal (Q2258833) (← links)
- Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory (Q2856040) (← links)
