Pages that link to "Item:Q4495501"
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The following pages link to On explicit solutions to stochastic differential equations (Q4495501):
Displayed 6 items.
- On solutions to Itô stochastic differential equations (Q1408412) (← links)
- New method to option pricing for the general Black-Scholes model -- an actuarial approach (Q1430587) (← links)
- On explicit local solutions of Itô diffusions (Q1733803) (← links)
- Analytical solutions for stochastic differential equations via martingale processes (Q1992167) (← links)
- Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (Q3423709) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)