Pages that link to "Item:Q4819461"
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The following pages link to The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461):
Displayed 8 items.
- Bessel process and conformal quantum mechanics (Q1035830) (← links)
- Outflow probability for drift-diffusion dynamics (Q2643201) (← links)
- A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
- THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
- CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850) (← links)
- On the transition densities for reflected diffusions (Q5694152) (← links)