Pages that link to "Item:Q5078537"
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The following pages link to A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537):
Displaying 4 items.
- A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations (Q6184720) (← links)
- Dual stochastic descriptions of streamflow dynamics under model ambiguity through a Markovian embedding (Q6543319) (← links)
- Optimal claim-dependent proportional reinsurance under a self-exciting claim model (Q6582432) (← links)
- The Heston-Queue-Hawkes process: a new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions (Q6593327) (← links)
