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4 Papers found for "Stochastic Calculus (4)"

Pontryagin's Risk-Sensitive Stochastic Maximum Principle for fractional Backward Stochastic Differential Equations Via Malliavin Calculus

"Bouaziz Tayeb, Adel Chala"

Journal of Applied Probability and Statistics | 2022

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A new algorithm to simulate the first exit times of a vector of Brownian motions, with an application to finance

"Chiu-Yen Kao, Henry Schellhorn, Lu Zhu", Qidi Peng

Journal of Applied Probability and Statistics | 2015

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Conditional least squares estimation in diffusion processes based on Poisson sampling

"Jaya P. N. Bishwal"

Journal of Applied Probability and Statistics | 2010

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Continuity estimate of the optimal exercise boundary with respect to volatility for the american foreign exchange put option

Malkhaz Shashiashvili, Nasir Rehman, Sultan Hussain

Journal of Prime Research in Mathematics | 2012

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