Pages that link to "Item:Q5400666"

The following pages link to On the conditional default probability in a regulated market with jump risk (Q5400666):

Displaying 9 items.

• Default probability estimation via pair copula constructions (Q320930) (← 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)
• The hitting time density for a reflected Brownian motion (Q1930395) (← links)
• On the probability of default in a market with price clustering and jump risk (Q2175460) (← 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)
• Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models (Q5853612) (← links)