Pages that link to "Item:Q1750094"
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The following pages link to Statistical estimation of the oscillating Brownian motion (Q1750094):
Displayed 15 items.
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- Oscillating Gaussian processes (Q2023470) (← links)
- On occupation times of one-dimensional diffusions (Q2031021) (← links)
- Bayesian inference for fractional oscillating Brownian motion (Q2135897) (← links)
- Multilayer heat equations and their solutions via oscillating integral transforms (Q2145027) (← links)
- Optimal stopping of oscillating Brownian motion (Q2274112) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- Two consistent estimators for the skew Brownian motion (Q5881039) (← links)
- A central limit theorem, loss aversion and multi-armed bandits (Q6105382) (← links)
- Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)
- HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION? (Q6170144) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)