Stochastic Processes and Related Topics
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13

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0

(FIVE YEARS 0)

Published By CRC Press

9780429179266

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Integral Functionals of Strong Markov Continuous Local Martingales

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-9 ◽

2002 ◽

pp. 119-140

Keyword(s):

Integral Functionals ◽

Strong Markov

Pricing Options for Markovian Models

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-17 ◽

2002 ◽

pp. 257-276

Keyword(s):

Markovian Models ◽

Pricing Options

First Passage Time Structural Models with Interest Rate Risk

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-16 ◽

2002 ◽

pp. 245-256

Keyword(s):

Interest Rate ◽

First Passage Time ◽

Structural Models ◽

Passage Time ◽

Interest Rate Risk ◽

First Passage ◽

Rate Risk

On One-Dimensional Stochastic Equations Driven by Symmetric Stable Processes

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-8 ◽

2002 ◽

pp. 89-118

Keyword(s):

Stochastic Equations ◽

Stable Processes ◽

Symmetric Stable Processes ◽

One Dimensional

Isolated Singular Points of Stochastic Differential Equations

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-7 ◽

2002 ◽

pp. 63-88

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Singular Points

Backward Stochastic Differential Equations and Viscosity Solutions of Semilinear Parabolic Deterministic and Stochastic PDE of Second Order

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-6 ◽

2002 ◽

pp. 9-62

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Viscosity Solutions ◽

Backward Stochastic Differential Equations ◽

Second Order ◽

Stochastic Pde ◽

Semilinear Parabolic

Subordinators Related to the Exponential Functionals of Brownian Bridges and Explicit Formulae for the Semigroups of Hyperbolic Brownian Motions

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-15 ◽

2002 ◽

pp. 221-244

Keyword(s):

Brownian Motions ◽

Brownian Bridges ◽

Explicit Formulae

Portfolio Optimisation with Transaction Costs and Exponential Utility

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-13 ◽

2002 ◽

pp. 179-196

Keyword(s):

Transaction Costs ◽

Exponential Utility ◽

Portfolio Optimisation

On Generalized z-Diffusions

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-12 ◽

2002 ◽

pp. 163-178

Intertwined Brownian Topics: Exponential Functionals, Winding Numbers, and Ray–Knight Theorems on Local Time

Stochastic Processes and Related Topics ◽

10.1201/9781482265231-18 ◽

2002 ◽

pp. 277-280

Keyword(s):

Local Time