1. Variance reduction for risk measures with importance sampling in nested simulation. Issue 4 (3rd April 2022) Authors: Xing, Yue; Sit, Tony; Ying Wong, Hoi Journal: Quantitative finance Issue: Volume 22:Issue 4(2022) Page Start: 657 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Joint law of an Ornstein–Uhlenbeck process and its supremum. (June 2020) Authors: Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura Journal: Journal of applied probability Issue: Volume 57:Number 2(2020) Page Start: 541 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Singular weighted Sobolev spaces and diffusion processes: an example (due to V.V. Zhikov). Issue 1 (25th January 2019) Authors: Chiarini, Alberto; Mathieu, Pierre Journal: Applicable analysis Issue: Volume 98:Issue 1/2(2019) Page Start: 430 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Singular weighted Sobolev spaces and diffusion processes: an example (due to V.V. Zhikov). Issue 1 (25th January 2019) Authors: Chiarini, Alberto; Mathieu, Pierre Journal: Applicable analysis Issue: Volume 98:Issue 1/2(2019) Page Start: 430 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Diffusion approximations for insurance risk processes. Issue 1 (2nd January 2016) Authors: Basu, Ranojoy Journal: Stochastic models Issue: Volume 32:Issue 1(2016) Page Start: 52 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗