Pages that link to "Item:Q4602466"

The following pages link to Efficient Simulation of Clustering Jumps with CIR Intensity (Q4602466):

Displaying 17 items.

• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
• Household lifetime strategies under a self-contagious market (Q2028777) (← links)
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
• Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 (Q2032212) (← links)
• On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
• Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
• Surrender contagion in life insurance (Q2103054) (← links)
• Cluster point processes and Poisson thinning INARMA (Q2121089) (← links)
• Optimal liquidation problem in illiquid markets (Q2242363) (← links)
• A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy (Q2246615) (← links)
• A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318) (← links)
• Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
• An ephemerally self-exciting point process (Q5084789) (← links)
• Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
• Nonlinear Poisson autoregression and nonlinear Hawkes processes (Q6098998) (← links)
• Multivariate Hawkes process allowing for common shocks (Q6650757) (← links)