Pages that link to "Item:Q2967978"
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The following pages link to Brownian Bridges on Random Intervals (Q2967978):
Displaying 8 items.
- Credit default prediction and parabolic potential theory (Q514127) (← links)
- On a Lévy process pinned at random time (Q2126289) (← links)
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
- Bridges with random length: gamma case (Q2181620) (← links)
- On the compensator of the default process in an information-based model (Q2296102) (← links)
- Brownian bridge with random length and pinning point for modelling of financial information (Q5056586) (← links)
- Information-based approach: pricing of a credit risky asset in the presence of default time (Q6612339) (← links)
- A term structure interest rate model with the Brownian bridge lower bound (Q6630704) (← links)
