Pages that link to "Item:Q1712117"
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The following pages link to Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117):
Displaying 4 items.
- Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate (Q2132325) (← links)
- Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process (Q2189619) (← links)
- Exact solutions of the two-side exit time problems for the Vasicek model (Q5057339) (← links)
- Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products (Q6668690) (← links)
