Pages that link to "Item:Q4991054"
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The following pages link to On the first hitting time density for a reducible diffusion process (Q4991054):
Displaying 6 items.
- Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (Q2170290) (← links)
- Multilayer heat equations: application to finance (Q2170292) (← links)
- OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS (Q3304213) (← links)
- Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods (Q5155315) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
- Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (Q5876390) (← links)
