activity
20092024
most citedLaws of large numbers and Langevin approximations for stochastic neural field equations

11 citations · 14 across the 11 of their papers we have counts for

collaborators
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2024

American option pricing using generalised stochastic hybrid systems

Evelyn Buckwar, Sascha Desmettre, Agnes Mallinger +1

This paper presents a novel approach to pricing American options using piecewise diffusion Markov processes (PDifMPs), a type of generalised stochastic hybrid system that integrate…