VASIČEK BEYOND THE NORMAL (Q4673672): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1111/j.0960-1627.2004.00206.x
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+W2135532527
@@ Property / OpenAlex ID: W2135532527 / rank @@
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@@ Property / cites work @@
+Some stationary processes in discrete and continuous time
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@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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@@ Property / cites work @@
+Bond Market Structure in the Presence of Marked Point Processes
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@@ Property / cites work @@
+Point processes and queues. Martingale dynamics
@@ Property / cites work: Point processes and queues. Martingale dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to the theory of point processes
@@ Property / cites work: An introduction to the theory of point processes / rank @@
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@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Term Structure Models Driven by General Levy Processes
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@@ Property / cites work @@
+The Term Structure of Simple Forward Rates with Jump Risk
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@@ Property / cites work @@
+Q4000186
@@ Property / cites work: Q4000186 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin problems with assets and liabilities of diffusion type
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@@ Property / cites work @@
+Risk theory in a stochastic economic environment
@@ Property / cites work: Risk theory in a stochastic economic environment / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+The Euler scheme for Lévy driven stochastic differential equations
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@@ Property / cites work @@
+The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates
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@@ Property / cites work @@
+An equilibrium characterization of the term structure
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@@ links / mardi / name / links / mardi / name @@
+Publication:4673672