Pages that link to "Item:Q4467504"
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The following pages link to Modeling growth stocks via birth-death processes (Q4467504):
Displaying 17 items.
- Environmental variability and mean-reverting processes (Q316916) (← links)
- On the controversy over tailweight of distributions. (Q703249) (← links)
- On the first hitting time of a one-dimensional diffusion and a compound Poisson process (Q708789) (← links)
- Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model (Q878214) (← links)
- An ODE approach for the expected discounted penalty at ruin in jump-diffusion model (Q1003336) (← links)
- A continuous-time search model with job switch and jumps (Q1040683) (← links)
- Birth and death processes in interactive random environments (Q2095036) (← links)
- First-passage times and related moments for continuous-time birth-death chains (Q2281540) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK (Q2842534) (← links)
- An extension of CreditGrades model approach with Lévy processes (Q2866399) (← links)
- A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options (Q3064014) (← links)
- OPTIMAL INVESTMENT AND REINSURANCE IN A JUMP DIFFUSION RISK MODEL (Q3108516) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151) (← links)
- Birth and Death (BDP) Process Models with Applications (Q4653328) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
