The following pages link to (Q5506192):
Displaying 12 items.
- Lévy random bridges and the modelling of financial information (Q544493) (← links)
- A reduced-form intensity-based model under fuzzy environments (Q907676) (← links)
- Information-based model with noisy anticipation and its application in finance (Q1627837) (← links)
- Gaussian random bridges and a geometric model for information equilibrium (Q2150142) (← links)
- ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
- Brownian Bridges on Random Intervals (Q2967978) (← links)
- FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS (Q5010075) (← links)
- Conditioning diffusion processes with respect to the local time at the origin (Q5055381) (← links)
- Brownian bridge with random length and pinning point for modelling of financial information (Q5056586) (← links)
- Generalised liouville processes and their properties (Q5139919) (← links)
- Information-based approach: pricing of a credit risky asset in the presence of default time (Q6612339) (← links)
- Information-based trading (Q6644187) (← links)
