Pages that link to "Item:Q2883883"

The following pages link to Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (Q2883883):

Displaying 10 items.

• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps (Q354201) (← links)
• Nondegenerate SDEs with jumps and their hypoelliptic properties (Q371217) (← links)
• Smooth density and its short time estimate for jump process determined by SDE (Q1660315) (← links)
• Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process (Q1756743) (← links)
• Weak approximation of SDEs for tempered distributions and applications (Q2165018) (← links)
• Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)