The following pages link to Thorsten Schmidt (Q553039):
Displaying 32 items.
- Pricing basket default swaps in a tractable shot noise model (Q553040) (← links)
- Some limit results on the Haar-Fisz transform for inhomogeneous Poisson signals (Q957473) (← links)
- General dynamic term structures under default risk (Q1615894) (← links)
- Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering (Q1761434) (← links)
- Shot-noise driven multivariate default models (Q1936462) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- Infinite dimensional affine processes (Q2229682) (← links)
- Term structure modelling for multiple curves with stochastic discontinuities (Q2308181) (← links)
- Shot-noise processes and the minimal martingale measure (Q2643045) (← links)
- Fourier based methods for the management of complex life insurance products (Q2665862) (← links)
- On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations (Q2855097) (← links)
- Discrete Tenor Models for Credit Risky Portfolios Driven by Time-Inhomogeneous Lévy Processes (Q2873143) (← links)
- Doubly Stochastic CDO Term Structures (Q2904888) (← links)
- Pricing and Hedging of CDOs: A Top Down Approach (Q3000884) (← links)
- DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957) (← links)
- AN INFINITE FACTOR MODEL FOR CREDIT RISK (Q3379409) (← links)
- PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION (Q3393978) (← links)
- A Structural Model with Unobserved Default Boundary (Q3502208) (← links)
- A SHOT NOISE MODEL FOR FINANCIAL ASSETS (Q3520395) (← links)
- Modelling Energy Markets with Extreme Spikes (Q3528746) (← links)
- Credit risk with infinite dimensional Lévy processes (Q3595146) (← links)
- Shot-Noise Processes in Finance (Q4609026) (← links)
- DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039) (← links)
- A Generalized Intensity-Based Framework for Single-Name Credit Risk (Q4689912) (← links)
- (Q4811450) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- Variable annuities in a Lévy-based hybrid model with surrender risk (Q4991063) (← links)
- DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (Q5061485) (← links)
- Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity (Q5265543) (← links)
- CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS (Q5389105) (← links)
- Mathematical statistics. (Q5894026) (← links)
- Term structure modeling with overnight rates beyond stochastic continuity (Q6178393) (← links)
