Communications in Nonlinear Science and Numerical Simulation · 2021 · 21 citations · 37 references
EngineeringBusiness EconomicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesMarkov ProcessesMethod Of MomentsStochastic CalculusMoment Closure RelationsMoment EquationsMomentsStatistical Moments
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Pricing Interest-Rate-Derivative Securities
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Two Singular Diffusion Problems
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