Pages that link to "Item:Q1294762"
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The following pages link to Extremal behavior of diffusion models in finance (Q1294762):
Displayed 6 items.
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- On point measures of \(\varepsilon\)-upcrossings for stationary diffusions. (Q1424455) (← links)
- Heavy-traffic extreme value limits for Erlang delay models (Q2269486) (← links)
- ESTIMATION OF VALUE AT RISK AND RUIN PROBABILITY FOR DIFFUSION PROCESSES WITH JUMPS (Q3393972) (← links)
- Maxima of stochastic processes driven by fractional Brownian motion (Q5697200) (← links)