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Applied mathematical finance
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Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
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Exit time and invariant measure asymptotics for small noise
constrained
diffusions
Biswas, Anup
;
Budhiraja, Amarjit
- In:
Stochastic Processes and their Applications
121
(
2011
)
5
,
pp. 899-924
Constrained
diffusions
, with diffusion matrix scaled by small ϵ>0, in a convex polyhedral cone G⊂Rk, are considered …
Persistent link: https://www.econbiz.de/10011065124
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