Pages that link to "Item:Q2866382"
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The following pages link to On the conditional default probability in a regulated market: a structural approach (Q2866382):
Displayed 9 items.
- On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693) (← links)
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
- On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)