Pages that link to "Item:Q1265769"
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The following pages link to Path dependent options on yields in the affine term structure model (Q1265769):
Displayed 22 items.
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Symmetries of the backward heat equation with potential and interest rate models (Q460724) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- On the asymptotic behavior of the parameter estimators for some diffusion processes: application to neuronal models (Q1042620) (← links)
- Pricing CIR yield options by conditional moment matching (Q1627807) (← links)
- Stochastic Gompertz model of tumour cell growth (Q2211599) (← links)
- A stochastic model for cell adhesion to the vascular wall (Q2330629) (← links)
- A result on the first-passage time of an Ornstein-Uhlenbeck process (Q2471253) (← links)
- Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary (Q2481449) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- Analytical survival analysis of the Ornstein-Uhlenbeck process (Q2659355) (← links)
- On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process (Q2804009) (← links)
- Term structure movements implicit in Asian option prices (Q2893078) (← links)
- On the first passage time distribution of an Ornstein–Uhlenbeck process (Q2994837) (← links)
- OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS (Q3304213) (← links)
- FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
- On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
- Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735) (← links)
- Some Bernstein processes similar to Cox–Ingersoll–Ross ones (Q5213060) (← links)
- Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections (Q5259080) (← links)
- Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average (Q5476149) (← links)
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161) (← links)