Font Size:
a
A
A
Keyword [Diffusion process]
Result: 101 - 114 | Page: 6 of 6
101.
Contrast Estimation And Application Of OU Integral Diffusion Process
102.
Parameter Estimation Of Two Classes Of Stochastic Financial Models Driven By Fractional Lévy Processes
103.
A Numerical Algorithm For Pricing American Options Based On Jump Diffusion Process
104.
Cramér Type Moderate Deviations Of Log-likelihood Ratio For Diffusion Processes
105.
Constitutive Theory Of Clay (Bentonite) Saturated With Salt Solution And Its Finite Element Analysis
106.
Pricing Vulnerable Options Under Jump Diffusion And Fractional Brownian Motion Framework
107.
Pricing Corporate Bonds Under Hawkes Jump-diffusion Process
108.
Option Pricing Based On Fractional Brownian Motion
109.
Uniform Convergence Rates Of The Modified N-W Estimators For Jump-Diffusion Processes
110.
Pre-average Nonparametric Estimation Of Noise Jump-diffusion Process And Its Application
111.
A Pricing Model For Asian Rainbow Option Based On Sub-Fractional Jump-Diffusion Process And Vasicek Model
112.
Pricing Of Two Exotic Options Based On Subfractional Brownian Motion With Jump Diffusion Process
113.
Contrast Estimation Of The Vasicek Integrated Diffusion Process
114.
Research On Option Pricing And Hedging Strategies Based On Liquidity Incomplete Market Conditions
<<First
<Prev
Next>
Last>>
Jump to