The following pages link to Joanne Kennedy (Q586463):
Displayed 18 items.
- (Q1114993) (redirect page) (← links)
- The total variation distance between the binomial and Poisson distributions (Q1114994) (← links)
- Implied interest rate pricing models (Q1387769) (← links)
- On duality and the Spitzer-Pollaczek factorization for random walks (Q1805787) (← links)
- (Q2760400) (← links)
- IMPLICATIONS FOR HEDGING OF THE CHOICE OF DRIVING PROCESS FOR ONE-FACTOR MARKOV-FUNCTIONAL MODELS (Q2853380) (← links)
- Stochastic volatility for interest rate derivatives (Q2879042) (← links)
- CLASSIFICATION OF TWO- AND THREE-FACTOR TIME-HOMOGENEOUS SEPARABLE LMMs (Q2976135) (← links)
- Probabilistic factorization of a quadratic matrix polynomial (Q3212088) (← links)
- Noisy fluctuating clocks for Markov chains (Q3353920) (← links)
- Rates of Poisson convergence for some coverage and urn problems using coupling (Q3819765) (← links)
- Understanding the Wiener–Hopf factorization for the simple random walk (Q4305662) (← links)
- (Q4484762) (← links)
- On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach (Q4586316) (← links)
- Financial Derivatives in Theory and Practice (Q4823185) (← links)
- Pricing collateralized derivatives with an arbitrary numeraire (Q5109974) (← links)
- On the Approximation of the SABR Model: A Probabilistic Approach (Q5363235) (← links)
- Markov-functional interest rate models (Q5926473) (← links)