Pages that link to "Item:Q2831000"
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The following pages link to Multivariate subordination of Markov processes with financial applications (Q2831000):
Displaying 19 items.
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- Linear credit risk models (Q2282965) (← links)
- Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- Variance swaps on defaultable assets and market implied time-changes (Q2813077) (← links)
- Expectations of functions of stochastic time with application to credit risk modeling (Q2831002) (← links)
- TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS (Q4631692) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Inhomogeneous time change equations for Markov chains and their applications (Q5073876) (← links)
- Modeling Dependent Outages of Electric Power Plants (Q5130480) (← links)
- Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- Integrability of multivariate subordinated Lévy processes in Hilbert space (Q5265794) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)
