Pages that link to "Item:Q2831002"
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The following pages link to Expectations of functions of stochastic time with application to credit risk modeling (Q2831002):
Displaying 7 items.
- On Cox processes and credit risky securities (Q375362) (← links)
- Stochastic areas of diffusions and applications (Q905937) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Time-consistent evaluation of credit risk with contagion (Q2667125) (← links)
- Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives (Q3000885) (← links)
- TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) (← links)
- Regulating stochastic clocks§ (Q6592292) (← links)