EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING (Q2831002): Difference between revisions

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+CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION
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+Modeling the Dynamics of Credit Spreads with Stochastic Volatility
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+TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING
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+Time-changed CIR default intensities with two-sided mean-reverting jumps
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+MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS
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+VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONS
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+Publication:2831002