Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333): Difference between revisions

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+Superposition of Ornstein--Uhlenbeck Type Processes
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Q2738733
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+Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
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+Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling
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+A Theory of the Term Structure of Interest Rates
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+The Variance Gamma Process and Option Pricing
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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+Q3948384
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+Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type
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+On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
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+Publication:745333