Pages that link to "Item:Q5738175"
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The following pages link to Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175):
Displayed 6 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- Diagonalization of 1-D differential operators with piecewise constant coefficients using the uncertainty principle (Q1997334) (← links)
- Multilayer heat equations and their solutions via oscillating integral transforms (Q2145027) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
- Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients (Q5197539) (← links)