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20122024
most citedLaws of large numbers and Langevin approximations for stochastic neural field equations

11 citations · 11 across the 3 of their papers we have counts for

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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…