Pages that link to "Item:Q3518313"
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The following pages link to Study of Dependence for Some Stochastic Processes (Q3518313):
Displayed 16 items.
- A Markov copula model with regime switching and its application (Q272813) (← links)
- On the control of the difference between two Brownian motions: a dynamic copula approach (Q324995) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Study of dependence for some stochastic processes: symbolic Markov copulae (Q765883) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Counterparty risk valuation on credit-linked notes under a Markov chain framework (Q2036124) (← links)
- Semimartingales and shrinkage of filtration (Q2240853) (← links)
- Exponential change of measure for general piecewise deterministic Markov processes (Q2423855) (← links)
- A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk (Q2815378) (← links)
- Lévy Copulas: Review of Recent Results (Q2956050) (← links)
- The Markov consistency of Archimedean survival processes (Q3188571) (← links)
- Dynamic Hedging of Counterparty Exposure (Q4561926) (← links)
- Inhomogeneous time change equations for Markov chains and their applications (Q5073876) (← links)
- COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS (Q5299995) (← links)
- Simulation/Regression Pricing Schemes for CVA Computations on CDO Tranches (Q5419656) (← links)