15

Some problems in the simulation of nonlinear diffusion processes

Year:
1995
Language:
english
File:
PDF, 355 KB
english, 1995
19

A partial differential equation with the white noise as a coefficient

Year:
1973
Language:
english
File:
PDF, 817 KB
english, 1973
20

On a deterministic approach to the numerical solution of the SDE

Year:
2001
Language:
english
File:
PDF, 64 KB
english, 2001
23

Monte carlo simulation of nonlinear diffusion processes

Year:
1992
Language:
english
File:
PDF, 733 KB
english, 1992
24

Monte Carlo simulation of nonlinear diffusion processes, II

Year:
1994
Language:
english
File:
PDF, 1.21 MB
english, 1994
32

An Improved Two-step Regularization Scheme for Spot Volatility Estimation

Year:
2011
Language:
english
File:
PDF, 1.33 MB
english, 2011
35

On a Stochastic Fourier Coefficient: Case of Noncausal Functions

Year:
2014
Language:
english
File:
PDF, 191 KB
english, 2014
37

Round the World

Year:
1967
Language:
english
File:
PDF, 359 KB
english, 1967
38

A Direct Inversion Formula for SFT

Year:
2015
Language:
english
File:
PDF, 272 KB
english, 2015
45

On a real-time scheme for the estimation of volatility

Year:
2007
Language:
english
File:
PDF, 4.90 MB
english, 2007