The following pages link to (Q4856610):
Displaying 50 items.
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- Informed traders' hedging with news arrivals (Q282886) (← links)
- Realized range-based estimation of integrated variance (Q289157) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) (← links)
- Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
- Application of optimal filtering methods for on-line of queueing network states (Q315121) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (Q334074) (← links)
- Optimal control in diffusion stochastic nonlinear functional-differential ITO equations with Markov parameters and external Markov switching (Q334251) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Parameter estimation in a spatial unilateral unit root autoregressive model (Q413780) (← links)
- A BSDE approach to stochastic differential games with incomplete information (Q424510) (← links)
- On set-valued stochastic integrals and fuzzy stochastic equations (Q429355) (← links)
- Asset liquidity and the valuation of derivative securities (Q442747) (← links)
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- Statistical causality and orthogonality of local martingales (Q449392) (← links)
- Stability in impulsive systems with Markov perturbations in averaging scheme. II. Averaging principle for impulsive Markov systems and stability analysis based on averaged equations (Q464841) (← links)
- Stability in impulsive systems with Markov perturbations in averaging scheme. III: Weak convergence of solutions of impulsive systems (Q464914) (← links)
- Asymptotics of the state vector of delayed impulsive diffusion systems with Markov parameters (Q464936) (← links)
- Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings (Q465987) (← links)
- Robust model selection for a semimartingale continuous time regression from discrete data (Q468742) (← links)
- Simple examples of pure-jump strict local martingales (Q491181) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Nonparametric tests for Cox processes (Q511672) (← links)
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Testing for jumps in noisy high frequency data (Q527932) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Jump-robust volatility estimation using nearest neighbor truncation (Q527978) (← links)
- Time-varying leverage effects (Q527980) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Uniform Fatou's lemma (Q530342) (← links)
- Subsampling high frequency data (Q530605) (← links)
- Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242) (← links)
- Power variation of fractional integral processes with jumps (Q552984) (← links)
- Isotropic self-similar Markov processes (Q554458) (← links)
- Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme (Q597361) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Boundary homogenization in domains with randomly oscillating boundary (Q617906) (← links)
- Fractional normal inverse Gaussian diffusion (Q618023) (← links)
- A note on the mean correcting martingale measure for geometric Lévy processes (Q628236) (← links)
- Large deviations for parameter estimators of \(\alpha\)-Brownian bridge (Q651073) (← links)
- Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales (Q655181) (← links)
- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market (Q659255) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Self-organization and a.s. convergence of the one-dimensional Kohonen algorithm with non-uniformly distributed stimuli (Q689465) (← links)
- Liouville theorems for non-local operators (Q705981) (← links)
- On a non-classical invariance principle (Q730706) (← links)
