The following pages link to Yann Samuelides (Q4225834):
Displayed 3 items.
- Forward and Markov approximation: the strong-intensity-fluctuations regime revisited (Q4225835) (← links)
- A tractable market model with jumps for pricing short-term interest rate derivatives (Q4646485) (← links)
- Locally stationary covariance and signal estimation with macrotiles (Q5353752) (← links)