scholarly journals An Ideal Class to Construct Solutions for Skew Brownian Motion Equations

2021 ◽  
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Octave Moutsinga ◽  
Youssef Ouknine
Keyword(s):  
Brownian Motion ◽  
Ideal Class ◽  
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Motion Equations

scholarly journals On the local time process of a skew Brownian motion

2019 ◽  
Vol 372 (5) ◽  
pp. 3597-3618 ◽  
Author(s):  
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Paavo Salminen
Keyword(s):  
Brownian Motion ◽  
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Time Process ◽  
Skew Brownian Motion

Skew Brownian Motion and Pricing European Options

2007 ◽  
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Author(s):  
T. R. A. Corns ◽  
S. E. Satchell
Keyword(s):  
Brownian Motion ◽  
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Skew Brownian Motion

scholarly journals A Simulation-Based Study on Bayesian Estimators for the Skew Brownian Motion

Entropy ◽  
2016 ◽  
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pp. 241 ◽  
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Laura Rifo ◽  
Maritza Sepúlveda ◽  
Soledad Torres
Keyword(s):  
Brownian Motion ◽  
Skew Brownian Motion ◽  
Simulation Based ◽  
Bayesian Estimators
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