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Mouvement brownien, martingales et calcul stochastique
3 references·1 citing·10 second hop
Mouvement brownien, martingales et calcul stochastique (2012)Mouvement brownien, martingales et calcul…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Bidimensional random effect estimation in mixed stochastic differential model (2015)Bidimensional random effect e…On the discretization schemes for the CIR (and Bessel squared) processes (2005)Numerical solution of stochastic differential equations (2016)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)Overconfidence and Speculative Bubbles (2003)Modelling of extremal events in insurance and finance (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Controlled Markov Processes and Viscosity Solutions (2005)
this work references cited by second hop

References

  • 2007Brownian Motion and Stochastic Calculus7,544 cited
  • 1999Continuous Martingales and Brownian Motion6,253 cited
  • 1983Stochastic Differential Equations and Diffusion Processes3,966 cited

Cited by

  • 2015Bidimensional random effect estimation in mixed stochastic differential model18 cited

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