The following pages link to Damir Filipović (Q175941):
Displaying 50 items.
- Polynomial diffusions and applications in finance (Q331360) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Existence of Lévy term structure models (Q928496) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Term-structure models. A graduate course (Q930271) (← links)
- A note on the Swiss solvency test risk measure (Q931168) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Separation and duality in locally \(L^0\)-convex modules (Q1028318) (← links)
- (Q1425483) (redirect page) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Invariant manifolds for weak solutions to stochastic equations (Q1596311) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Replicating portfolio approach to capital calculation (Q1691451) (← links)
- Uniqueness of equilibrium in a payment system with liquidation costs (Q1785453) (← links)
- Existence of invariant manifolds for stochastic equations in infinite dimension (Q1869055) (← links)
- Regularity of finite-dimensional realizations for evolution equations (Q1869056) (← links)
- Markovian term structure models in discrete time (Q1872398) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- Invariant manifolds with boundary for jump-diffusions (Q2248618) (← links)
- Linear credit risk models (Q2282965) (← links)
- Pricing and hedging of inflation-indexed bonds in an affine framework (Q2349617) (← links)
- Old-age provision: past, present, future (Q2356629) (← links)
- Density approximations for multivariate affine jump-diffusion processes (Q2442452) (← links)
- Credit derivatives in an affine framework (Q2471738) (← links)
- Time-inhomogeneous affine processes (Q2485845) (← links)
- A simple model for credit migration and spread curves (Q2488476) (← links)
- Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390) (← links)
- A Note on the Nelson-Siegel Family (Q2757308) (← links)
- (Q2801414) (← links)
- Doubly Stochastic CDO Term Structures (Q2904888) (← links)
- Pricing and Hedging of CDOs: A Top Down Approach (Q3000884) (← links)
- On the geometry of the term structure of interest rates (Q3043429) (← links)
- DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957) (← links)
- Jump-diffusions in Hilbert spaces: existence, stability and numerics (Q3080997) (← links)
- To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting (Q3178762) (← links)
- OPTIMAL NUMERAIRES FOR RISK MEASURES (Q3502125) (← links)
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342) (← links)
- A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS* (Q3576960) (← links)
- Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity (Q3580036) (← links)
- CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH (Q3608734) (← links)
- Multi-Level Risk Aggregation (Q3653511) (← links)
- Affine Diffusion Processes: Theory and Applications (Q3656687) (← links)
- SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM (Q4419299) (← links)
- (Q4421372) (← links)
- Exact Smooth Term-Structure Estimation (Q4553795) (← links)
- Fed funds futures variance futures (Q4554512) (← links)
- On the American swaption in the linear-rational framework (Q4619526) (← links)
- CONDITIONS FOR CONSISTENT EXPONENTIAL-POLYNOMIAL FORWARD RATE PROCESSES WITH MULTIPLE NONTRIVIAL FACTORS (Q4653567) (← links)
- QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (Q4673669) (← links)
