The following pages link to Rogemar S. Mamon (Q705418):
Displaying 5 items.
- A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (Q5696856) (← links)
- A streamlined derivation of the Black-Scholes option pricing formula (Q5756385) (← links)
- A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model (Q6099546) (← links)
- An online estimation scheme for a Hull–White model with HMM-driven parameters (Q6494461) (← links)
- Examining the identifiability and estimability of the phase-type ageing model (Q6567435) (← links)
