Pages that link to "Item:Q3108472"
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The following pages link to On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process (Q3108472):
Displayed 3 items.
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)