Pages that link to "Item:Q784742"
From MaRDI portal
The following pages link to Time reversal and last passage time of diffusions with applications to credit risk management (Q784742):
Displaying 5 items.
- Passage times in fluid models with application to risk processes (Q861546) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives (Q3000885) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)
- Defaultable perpetual American put option in a last passage time model (Q6569417) (← links)
