相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes
Phiraphat Sutthimat et al.
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION (2022)
A Novel Analytical Formula for the Discounted Moments of the ECIR Process and Interest Rate Swaps Pricing
Ratinan Boonklurb et al.
FRACTAL AND FRACTIONAL (2022)
Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model
Kittisak Chumpong et al.
COMPUTATION (2022)
Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process
Phiraphat Sutthimat et al.
RESEARCH IN THE MATHEMATICAL SCIENCES (2022)
Contraction of stochastic differential equations
Pham Huu Anh Ngoc
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION (2021)
Numerical Solutions for Systems of Fractional and Classical Integro-Differential Equations via Finite Integration Method Based on Shifted Chebyshev Polynomials
Ampol Duangpan et al.
FRACTAL AND FRACTIONAL (2021)
Transient dynamics of Pearson diffusions facilitates estimation of rate parameters
Susanne Ditlevsen et al.
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION (2020)
Numerical Solution of Direct and Inverse Problems for Time-Dependent Volterra Integro-Differential Equation Using Finite Integration Method with Shifted Chebyshev Polynomials
Ratinan Boonklurb et al.
SYMMETRY-BASEL (2020)
Incorporating stochastic correlations into mining project evaluation using the Jacobi process
Aldin Ardian et al.
RESOURCES POLICY (2020)
Finite Integration Method with Shifted Chebyshev Polynomials for Solving Time-Fractional Burgers' Equations
Ampol Duangpan et al.
MATHEMATICS (2019)
Explicit Formula for Conditional Expectations of Product of Polynomial and Exponential Function of Affine Transform of Extended Cox-Ingersoll-Ross Process
Phiraphat Sutthimat et al.
3RD INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND STATISTICS (2018)
High-order approximation of Pearson diffusion processes
G. M. Leonenko et al.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (2012)
Stochastic volatility and stochastic leverage
Almut E. D. Veraart et al.
ANNALS OF FINANCE (2012)
Parameter estimation for Fisher-Snedecor diffusion
F. Avram et al.
STATISTICS (2011)
Statistical inference for reciprocal gamma diffusion process
N. N. Leonenko et al.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2010)
Statistical Inference for Student Diffusion Process
N. N. Leonenko et al.
STOCHASTIC ANALYSIS AND APPLICATIONS (2010)
The pearson diffusions: A class of statistically tractable diffusion processes
Julie Lyng Forman et al.
SCANDINAVIAN JOURNAL OF STATISTICS (2008)
Maximum likelihood estimation of time-inhomogeneous diffusions
AV Egorov et al.
JOURNAL OF ECONOMETRICS (2003)