Pages that link to "Item:Q1413415"
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The following pages link to A note on the inhomogeneous linear stochastic differential equation. (Q1413415):
Displaying 11 items.
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
- General matrix-valued inhomogeneous linear stochastic differential equations and applications (Q951179) (← links)
- A new formula for some linear stochastic equations with applications (Q968770) (← links)
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
- Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
- Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs (Q2351282) (← links)
- An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226) (← links)
- For what trading strategies is the tax payment stream of infinite variation? (Q2974046) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation (Q3194567) (← links)
- ON SURRENDER AND DEFAULT RISKS (Q4906517) (← links)
