The following pages link to (Q3732690):
Displaying 8 items.
- From planar Brownian windings to Asian options (Q1318545) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Further studies on square-root boundaries for Bessel processes (Q1663749) (← links)
- Independent factorization of the last zero arcsine law for Bessel processes with drift (Q2064818) (← links)
- Adaptive quantile computation for Brownian bridge in change-point analysis (Q2072415) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) (← links)
- Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes (Q6039593) (← links)
