Pages that link to "Item:Q4819433"

The following pages link to A class of complete benchmark models with intensity-based jumps (Q4819433):

Displayed 7 items.

• Diversified portfolios with jumps in a benchmark framework (Q2575440) ‎ (← links)
• A benchmark approach to filtering in finance (Q2575441) ‎ (← links)
• No Arbitrage and the Growth Optimal Portfolio (Q3423706) ‎ (← links)
• Real-world jump-diffusion term structure models (Q5189712) ‎ (← links)
• A BENCHMARK APPROACH TO FINANCE (Q5472781) ‎ (← links)
• Local volatility function models under a benchmark approach (Q5484644) ‎ (← links)
• A General Benchmark Model for Stochastic Jump Sizes (Q5697673) ‎ (← links)