Pages that link to "Item:Q2866382"
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The following pages link to On the conditional default probability in a regulated market: a structural approach (Q2866382):
Displaying 27 items.
- Default probability estimation via pair copula constructions (Q320930) (← links)
- On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693) (← links)
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
- Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
- A general lower bound of parameter estimation for reflected Ornstein-Uhlenbeck processes (Q2804409) (← links)
- Time-consistent mean–variance proportional reinsurance and investment problem in a defaultable market (Q4643689) (← links)
- FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- Optimal pricing barriers in a regulated market using reflected diffusion processes (Q5001159) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
- On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)
- Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models (Q5853612) (← links)
- Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (Q6162783) (← links)
- Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)
- Well-posedness of stochastic variational inequalities with discontinuous drifts (Q6607321) (← links)
- Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal (Q6617592) (← links)
