Asymptotic behavior of a weighted self-repelling diffusion driven by fractional Brownian motion.
- Published in:
- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024024
- By:
- Publication type:
- Article
Works matching IS 20959672 AND DT 2024 AND VI 9 AND IP 4
Results: 6
1
2
On the pricing and hedging of precipitation derivatives.
- Published in:
- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024021
- By:
- Publication type:
- Article
3
Invariance times transfer properties.
- Published in:
- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024019
- By:
- Publication type:
- Article
4
Exponential growth BSDE driven by a marked point process.
- Published in:
- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024020
- By:
- Publication type:
- Article
5
Doubly reflected BSDEs with quadratic growth and random terminal horizon.
- Published in:
- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024023
- By:
- Publication type:
- Article
6
The optimal strategy of the dynamic mean−variance problem for pairs trading with a common stochastic factor.
- Published in:
- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024022
- By:
- Publication type:
- Article