vix.ing · top · new · best · stats · spec
  1. On perpetual American put valuation and first-passage in a regime-switching model with jumps
    2008/03/15 by Jiang, Z., Pistorius, M. R. · 1 citation
    #60K15 #90A09 #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR)
  2. Solvability of Backward Stochastic Differential Equations with Quadratic Growth
    2007/03/16 by Revaz Tevzadze, Tevzadze, Revaz · 4 citations
    Economics, Econometrics and Finance · Mathematics · #60H30 #90A09 #90C39 #FOS: Mathematics #Nonlinear Differential Equations Analysis #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications