Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance

Asymptotic Properties of Parameter Estimators in Fractional Vasicek Model

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling · Credit Risk and Financial Regulations

Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Optimization of small deviation for mixed fractional Brownian motion with trend

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Generalized Peano problem with Lévy noise

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling