The following pages link to (Q3184722):
Displaying 31 items.
- Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type (Q625306) (← links)
- The bivariate normal copula function is regularly varying (Q643238) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- The \(\beta \)-variance gamma model (Q660161) (← links)
- Default prediction with the Merton-type structural model based on the NIG Lévy process (Q730567) (← links)
- The \(\beta\)-Meixner model (Q765298) (← links)
- Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform (Q896751) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- Stochastic differential equations applied to the study of geophysical and financial time series (Q1618960) (← links)
- Tempered stable structural model in pricing credit spread and credit default swap (Q1621638) (← links)
- Barrier style contracts under Lévy processes once again (Q1744875) (← links)
- CDS pricing with fractional Hawkes processes (Q2060433) (← links)
- A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) (← links)
- A stage structured demographic model with ``no-regression'' growth: the case of constant development rate (Q2078632) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- On the single name CDS price under structural modeling (Q2349607) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
- Finite-time survival probability and credit default swaps pricing under geometric Lévy markets (Q2445987) (← links)
- Notes on discrete compound Poisson model with applications to risk theory (Q2514632) (← links)
- Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes (Q2631807) (← links)
- Time-consistent evaluation of credit risk with contagion (Q2667125) (← links)
- The Gerber-Shiu discounted penalty function: a review from practical perspectives (Q2685511) (← links)
- Pricing CoCos with a Market Trigger (Q2801794) (← links)
- A Structural Jump Threshold Framework for Credit Risk (Q2819097) (← links)
- Comparing alternative Lévy base correlation models for pricing and hedging CDO tranches (Q3005365) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS (Q5157769) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Survival energy models for mortality prediction and future prospects (Q6174086) (← links)
