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Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework.
- Published in:
- Applied Stochastic Models in Business & Industry, 2023, v. 39, n. 4, p. 536, doi. 10.1002/asmb.2766
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- Article
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS.
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- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 2, p. N.PAG, doi. 10.1142/S0219024918500589
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- Article
MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 1, p. 1, doi. 10.1142/S021902491850005X
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- Article