SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On the asymptotic behaviour of solutions of stochastic differential equations
5 references·0 citing·13 second hop
On the asymptotic behaviour of solutions of stochastic differential equations (1984)On the asymptotic behaviour of solutions …Stochastic Differential Equations (2006)Stochastic Differential Equat…Stochastic Differential Equations (2003)Stochastic Differential Equat…Stochastic Differential Equations: Theory and Applications. (1976)Stochastic Differential Equat…STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS (1976)STOCHASTIC DIFFERENTIAL EQUAT…Stochastic Differential Equations (1972)Stochastic Differential Equat…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Brownian motion and stochastic calculus (1991)Blocking When Service Is Required From Several Facilities Simultaneously (1985)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)A pricing method for options based on average asset values (1990)Modelling of extremal events in insurance and finance (1994)Do subsidies to commercial R&D reduce market failures? Microeconometric evaluation studies (2000)Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application (1987)ARCH models as diffusion approximations (1990)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)Rational Momentum Effects (2002)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)
this work references cited by second hop

References

  • 2003Stochastic Differential Equations3,073 cited
  • 1976Stochastic Differential Equations: Theory and Applications.2,393 cited
  • 2006Stochastic Differential Equations1,275 cited
  • 1976STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS1,124 cited
  • 1972Stochastic Differential Equations977 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work