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Search: subject:"Multidimensional diffusions"
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Multidimensional diffusions
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Simulation of
multidimensional
diffusions
with sticky boundaries via Markov chain approximation
Meier, Christian
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1292-1308
Persistent link: https://www.econbiz.de/10013498792
Saved in:
2
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
3
Estimation of the regime shifts of the volatility and the trend by a variational method
Dibos, Françoise
;
Koepfler, Georges
;
Lopez, Christian
-
Université Paris-Dauphine (Paris IX)
-
2000
Persistent link: https://www.econbiz.de/10010706761
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