vix.ing · top · new · best · stats · spec

Etore, Pierre

  1. Exact Simulation of One-dimensional Stochastic Differential Equations involving the local time at zero of the unknown process
    2011/02/13 by Pierre Étoré, Pierre Etore, Etore, Pierre +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR