The following pages link to Rafael Mendoza-Arriaga (Q309161):
Displaying 14 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Pricing equity default swaps under the jump-to-default extended CEV model (Q483933) (← links)
- Analytical representations for the basic affine jump diffusion (Q1785484) (← links)
- Modeling and forecasting mortality rates (Q2442526) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704) (← links)
- Variance Swaps on Defaultable Assets and Market Implied Time-Changes (Q2813077) (← links)
- MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (Q2831000) (← links)
- TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- Modeling Dependent Outages of Electric Power Plants (Q5130480) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- Analysis of Impact of Covid-19 Pandemic on Financial Markets (Q5861736) (← links)
