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Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
15 references·2 citing·35 second hop
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  • 1990Arbitrage in Stock Index Futures225 cited
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  • 2009Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes32 cited
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  • 2010Karhunen-Loève expansions of α-Wiener bridges24 cited
  • 2010α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties20 cited