Pages that link to "Item:Q2851562"
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The following pages link to Transform analysis for point processes and applications in credit risk (Q2851562):
Displaying 9 items.
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- Determination of system dimensionality from observing near-normal distributions (Q1668941) (← links)
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- A weak convergence criterion for constructing changes of measure (Q2811915) (← links)
- EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK (Q3100886) (← links)
- Exponential Martingales and Changes of Measure for Counting Processes (Q3194568) (← links)
- Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
- Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
- Generalized Cox model for default times (Q6105368) (← links)