Pages that link to "Item:Q3169213"

The following pages link to Some integral functionals of reflected SDEs and their applications in finance (Q3169213):

Displaying 32 items.

• On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693) (← links)
• Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
• Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
• Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
• Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
• Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
• Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
• Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
• Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
• The hitting time density for a reflected Brownian motion (Q1930395) (← links)
• First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
• Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
• Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps (Q2195953) (← links)
• Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
• Neural network stochastic differential equation models with applications to financial data forecasting (Q2692074) (← links)
• A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (Q2804409) (← links)
• First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
• First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
• FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
• A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
• Optimal pricing barriers in a regulated market using reflected diffusion processes (Q5001159) (← links)
• On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
• On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)
• Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models (Q5853612) (← links)
• Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
• Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)
• Reflected stochastic differential equations driven by standard and fractional Brownian motion (Q6586426) (← links)
• Well-posedness of stochastic variational inequalities with discontinuous drifts (Q6607321) (← links)
• Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal (Q6617592) (← links)
• Least squares estimators for reflected Ornstein–Uhlenbeck processes (Q6641297) (← links)