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Stochastic process
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#	Item
871	Comment on P. K. Clark’s Distribution of Lognormal-Normal Increments And the Lognormal Cascade Distribution Stephen H.-T. Lihn Piscataway, NJ[removed]removed] Add to Reading List Source URL: www.skew-lognormal-cascade-distribution.org Language: English - Date: 2010-01-18 10:56:16 Stochastic processes Log-normal distribution Lévy process Variable Differential equation Mathematics Statistics Normal distribution
872	Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version: Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2006-07-24 11:58:41 Financial economics Mathematical sciences Options Stochastic differential equations Differential equations Ornstein–Uhlenbeck process Stochastic volatility Volatility Euler–Maruyama method Statistics Mathematical finance Stochastic processes
873	JTBI=[removed]=Binni=Venkatachala=BG J. theor. Biol[removed], 81}99 doi:[removed]jtbi[removed], available online at http://www.idealibrary.com on Species-area Curves, Spatial Aggregation, and Habitat Specialization Add to Reading List Source URL: mathbio.sas.upenn.edu Language: English - Date: 2006-04-14 19:39:42 Poisson process Point process Ecology Normal distribution Lambir Hills National Park Statistics Stochastic processes Species distribution
874	Generalized population models and the nature of genetic drift Add to Reading List Source URL: mathbio.sas.upenn.edu Language: English - Date: 2011-09-27 13:39:14 Genetics Statistical genetics Evolutionary biology Stochastic processes Genetic genealogy Genetic drift Fixation Moran process Fleming–Viot process Population genetics Statistics Biology
875	I J A SUBORDINATED STOCHASTIC PROCESS MODEL WITH FINITE VARIANCE FOR SPECULATIVE PRICES Add to Reading List Source URL: www.skew-lognormal-cascade-distribution.org Language: English - Date: 2010-01-18 11:15:03 Stochastic processes Statistical models Statistical theory Central limit theorem Normal distribution Stable distribution Lévy process Variance Characteristic function Statistics Probability and statistics Probability theory
876	SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-03-14 14:09:43 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance
877	ALBANESE.QXD[removed]:23 Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Finance Investment Implied volatility Black–Scholes Volatility Trinomial tree Stochastic volatility Variance gamma process Valuation of options Options Mathematical finance Financial economics
878	Inflācijas gaidas Latvijā: patērētāju apsekojuma rezultāti Add to Reading List Source URL: www.macroeconomics.lv Language: English - Date: 2010-12-07 10:08:35 Mathematical finance Martingale theory Stochastic calculus Differential equations Wiener process Stochastic differential equation Risk-neutral measure Feynman–Kac formula Heat equation Statistics Mathematical analysis Stochastic processes
879	A stochastic volatility model for callable CMS swaps and translation invariant path dependent derivatives Claudio Albanesey Manlio Trovatoz Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:25 Financial economics Markov chain Volatility Local volatility Implied volatility Short-rate model Discretization Stochastic process Stochastic volatility Mathematical finance Statistics Mathematical sciences
880	Integrability by Quadratures of Pricing Equations Claudio Albanese, Giuseppe Campolieti January 29, 2001 Department of Mathematics, University of Toronto Math Point Ltd., Toronto Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:16 Differential equations Martingale theory Stochastic calculus Multivariable calculus Partial differential equation Heat equation Stochastic differential equation Martingale Wiener process Statistics Stochastic processes Mathematical analysis

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