Found 8 Documents (Results 1–8)
Explicit asymptotics on first passage times of diffusion processes. (English) Zbl 1470.91325
Reviewer: Nikolay Kyurkchiev (Plovdiv)
Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds. (English) Zbl 1508.91554
Itô’s stochastic calculus: its surprising power for applications. (English) Zbl 1202.60079
Reviewer: Claudia Hein (Berlin)
Random utility models with all choice probabilities expressible as ”functions” of the binary choice probabilities. (English) Zbl 0489.90018
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