The following pages link to VASIČEK BEYOND THE NORMAL (Q4673672):
Displaying 14 items.
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes (Q2823398) (← links)
- DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
- Interest Guarantees in Banking (Q3375371) (← links)
- LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (Q4565077) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- On the simulation of general tempered stable Ornstein–Uhlenbeck processes (Q5107760) (← links)
- Ragnar Norberg (1945–2017): an actuary of a unique kind (Q5193488) (← links)
- Credit gap risk in a first passage time model with jumps (Q5400654) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
- Implementation and Application of Automata (Q5897670) (← links)