Pages that link to "Item:Q2339552"
From MaRDI portal
The following pages link to First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552):
Displaying 4 items.
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- Exact solutions of the two-side exit time problems for the Vasicek model (Q5057339) (← links)
- Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (Q5077414) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
