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person:"Kantar, Cemil"
~person:"Albrecht, Peter"
~person:"Lipton, Alexander"
~type_genre:"Article in journal"
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Ornstein-Uhlenbeck process
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Abel integral equation
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Kantar, Cemil
Albrecht, Peter
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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On the first hitting time density for a reducible diffusion process
Lipton, Alexander
;
Kaushansky, Vadim
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 723-743
Persistent link: https://www.econbiz.de/10012262616
Saved in:
2
Old problems, classical methods, new solutions
Lipton, Alexander
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012284595
Saved in:
3
A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander
;
López de Prado, Marcos M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
Saved in:
4
Random Walk oder Mean Reversion? : Eine statistische Analyse des Kurs/Gewinn-Verhältnisses für den deutschen Aktienmarkt
Albrecht, Peter
;
Kantar, Cemil
- In:
Kredit und Kapital
37
(
2004
)
2
,
pp. 223-245
Persistent link: https://www.econbiz.de/10002122877
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