Results 151 to 160 of about 1,204,996 (162)

Special Topic: Skew Random Walk and Skew Brownian Motion

2023
Rabi Bhattacharya, Edward Waymire
openaire   +1 more source

Skorokhod Embedding Problem and Skew Brownian Motion

2023
Fulgence EYI OBIANG, Paule Joyce MBENANGOYE, Mack Dowell KOMBA MOUDOUMOU, Jhibe Jerbacia SOUAGA ABOOTT, Octave MOUTSINGA, Youssef OUKNINE   +5 more
openaire   +1 more source

Is a Brownian Motion Skew?

Scandinavian Journal of Statistics, 2014
Ernesto Mordecki, Antoine Lejay, Soledad Torres   +2 more
exaly  

“Skew-Brownian Motion” and Derived Processes

Theory of Probability & Its Applications, 1991
openaire   +1 more source

Occupation and local times for skew Brownian motion with applications to dispersion across an interface

Annals of Applied Probability, 2011
Brian Wood
exaly  

A new closed-form formula for pricing European options under a skew Brownian motion

European Journal of Finance, 2018
Song-Ping Zhu, Xin-Jiang He
exaly  

DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE

Mathematical Finance, 2017
Vadim Shcherbakov
exaly  

Corrections: Occupation and local times for skew Brownian motion with applications to dispersion across an interface

Annals of Applied Probability, 2011
Brian Wood
exaly  

An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers

Monte Carlo Methods and Applications, 2016
Sylvie Roelly
exaly  

Estimation of the bias parameter of the skew random walk and application to the skew Brownian motion

Statistical Inference for Stochastic Processes, 2017
Antoine Lejay
exaly