Pages that link to "Item:Q1994368"
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The following pages link to Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368):
Displaying 4 items.
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- Household lifetime strategies under a self-contagious market (Q2028777) (← links)
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- A switching microstructure model for stock prices (Q2312402) (← links)
