Density of Generalized Verhulst Process and Bessel Process with Constant Drift
Year of publication: |
2016
|
---|---|
Authors: | Cui, Zhenyu |
Other Persons: | Nguyen, Duy (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 6, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2759884 [DOI] |
Classification: | C02 - Mathematical Methods ; C63 - Computational Techniques ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Stochastic Areas of Diffusions and Applications in Risk Theory
Cui, Zhenyu, (2013)
-
On the Martingale Property in Stochastic Volatility Models Based on Time-Homogeneous Diffusions
Bernard, Carole, (2014)
-
The Impact of Jump Distributions on the Implied Volatility of Variance
Nicolato, Elisa, (2016)
- More ...
-
Full‐fledged SABR Through Markov Chains
Cui, Zhenyu, (2019)
-
A general framework for time-changed Markov processes and applications
Cui, Zhenyu, (2019)
-
Cui, Zhenyu, (2017)
- More ...