The following pages link to (Q3996259):
Displayed 50 items.
- Adapted solution of a backward stochastic differential equation (Q584199) (← links)
- An alternative approach to stochastic calculus for economic and financial models (Q673806) (← links)
- The hydrodynamic limit for the reaction diffusion equation -- an approach in terms of the GPV method (Q678077) (← links)
- Splitting at the infimum and excursions in half-lines for random walks and Lévy processes (Q689160) (← links)
- Stochastic method for the solution of unconstrained vector optimization problems (Q700771) (← links)
- Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
- Parametric inference for discretely observed non-ergodic diffusions (Q850751) (← links)
- Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
- Differentiable selections of multifunctions and their applications (Q858676) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Econometric analysis of high frequency data (Q862781) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- Martingale measures in the market with restricted information (Q868406) (← links)
- A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient (Q871363) (← links)
- An annihilating-branching particle model for the heat equation with average temperature zero (Q874741) (← links)
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples (Q874892) (← links)
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
- Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q882014) (← links)
- Error expansion for the discretization of backward stochastic differential equations (Q886110) (← links)
- Reduced-form models with regime switching: An empirical analysis for corporate bonds (Q928173) (← links)
- Liquidity premia in dynamic bargaining markets (Q928876) (← links)
- Stochastic Hamiltonian dynamical systems (Q931885) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- On filtration enlargements and purely discontinuous martingales (Q947156) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
- The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- Characterization of \(O\)-summable processes (Q1194484) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold (Q1207134) (← links)
- An application of reflected diffusions to the problem of choosing between hydro and thermal power generation (Q1208937) (← links)
- Fractional differentiation in the self-affine case. II: Extremal processes (Q1208956) (← links)
- An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918) (← links)
- Option replication with transaction costs: general diffusion limits (Q1296601) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
- Singular optimal strategies for investment with transaction costs (Q1296728) (← links)
- State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits (Q1296747) (← links)
- Lévy-Sheffer and iid-Sheffer polynomials with applications to stochastic integrals (Q1298579) (← links)
- Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
- Optimal harvesting under stochastic fluctuations and critical depensation (Q1306974) (← links)
- Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078) (← links)