The following pages link to Christina Nikitopoulos Sklibosios (Q816764):
Displaying 7 items.
- A class of jump-diffusion bond pricing models within the HJM framework (Q816765) (← links)
- Alternative defaultable term structure models (Q841849) (← links)
- CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS (Q2842532) (← links)
- First Order Strong Approximations of Jump Diffusions (Q3431322) (← links)
- A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (Q3444869) (← links)
- Real-world jump-diffusion term structure models (Q5189712) (← links)
- A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps (Q5440089) (← links)
