Pages that link to "Item:Q3440232"
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The following pages link to Analysis of an Inverse First Passage Problem from Risk Management (Q3440232):
Displaying 14 items.
- Recovering a distribution from its translated fractional moments (Q312121) (← links)
- Linear programming and the inverse method of images (Q378743) (← links)
- On the distribution of first exit time for Brownian motion with double linear time-dependent barriers (Q469885) (← links)
- Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions (Q655577) (← links)
- Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
- On mimicry among sequential sampling models (Q901236) (← links)
- Randomization in the first hitting time problem (Q1038440) (← links)
- The inverse first passage time problem for killed Brownian motion (Q2657909) (← links)
- An approximation for the inverse first passage time problem (Q2996579) (← links)
- The inverse first-passage-place problem for Wiener processes (Q5024370) (← links)
- Higher-Order Regularity of the Free Boundary in the Inverse First-Passage Problem (Q5101326) (← links)
- Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary (Q5883334) (← links)
- The inverse first-passage time problem as hydrodynamic limit of a particle system (Q6164874) (← links)
- An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion (Q6198977) (← links)
