✦ LIBER ✦

Survival Models Based on the Ornstein-Uhlenbeck Process

✍ Scribed by Odd O. Aalen; Håkon K. Gjessing

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Geometric bounds on the Ornstein-Uhlenbe

✍ Christer Borell 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 427 KB

Quantum extension of European option pri

✍ Edward W. Piotrowski; Małgorzata Schroeder; Anna Zambrzycka 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 157 KB

On The Local Times of Fractional Ornstei

✍ Litan Yan; Ming Tian 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 133 KB

The Ornstein-Uhlenbeck process as a mode

✍ Luigi M. Ricciardi; Laura Sacerdote 📂 Article 📅 1979 🏛 Springer-Verlag 🌐 English ⚖ 606 KB

On the absolute continuity of multidimen

✍ Thomas Simon 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 226 KB

Derivation of the Ornstein-Uhlenbeck pro

✍ Tadashi Toyoda 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 239 KB