Pages that link to "Item:Q4919473"
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The following pages link to On additive time-changes of Feller processes (Q4919473):
Displaying 6 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704) (← links)
- MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (Q2831000) (← links)
- FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES (Q2986668) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
