Pages that link to "Item:Q4554210"
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The following pages link to A model for interest rates with clustering effects (Q4554210):
Displayed 16 items.
- Clustered Lévy processes and their financial applications (Q515759) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Sensitivity analysis for marked Hawkes processes: application to CLO pricing (Q1670394) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- CDS pricing with fractional Hawkes processes (Q2060433) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
- Impact of volatility clustering on equity indexed annuities (Q2374129) (← links)
- Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537) (← links)
- Clustering Effects via Hawkes Processes (Q5132613) (← links)
- INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES (Q5148006) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)