Pages that link to "Item:Q2831000"

The following pages link to MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (Q2831000):

Displaying 17 items.

• Stochastic distortion and its transformed copula (Q1742719) (← links)
• A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
• Linear credit risk models (Q2282965) (← links)
• Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
• Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
• Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
• Variance Swaps on Defaultable Assets and Market Implied Time-Changes (Q2813077) (← links)
• EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING (Q2831002) (← links)
• Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
• Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
• Inhomogeneous time change equations for Markov chains and their applications (Q5073876) (← links)
• Modeling Dependent Outages of Electric Power Plants (Q5130480) (← links)
• Risk-Sensitive Asset Management and Cascading Defaults (Q5219291) (← links)
• Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
• Integrability of multivariate subordinated Lévy processes in Hilbert space (Q5265794) (← links)
• Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
• Regulating stochastic clocks§ (Q6592292) (← links)