Pages that link to "Item:Q3063871"
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The following pages link to Sato Processes in Default Modelling (Q3063871):
Displaying 7 items.
- A tractable LIBOR model with default risk (Q356479) (← links)
- Linear credit risk models (Q2282965) (← links)
- Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes (Q2631807) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (Q2831000) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- An intensity model for credit risk with switching Lévy processes (Q5245904) (← links)
