TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK.
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- Mathematical Finance, 2013, v. 23, n. 4, p. 742, doi. 10.1111/j.1467-9965.2011.00512.x
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- Article
Works matching IS 09601627 AND DT 2013 AND VI 23 AND IP 4
Results: 7
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ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL.
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- Mathematical Finance, 2013, v. 23, n. 4, p. 659, doi. 10.1111/j.1467-9965.2012.00527.x
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- Article
3
RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS.
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- Mathematical Finance, 2013, v. 23, n. 4, p. 718, doi. 10.1111/j.1467-9965.2011.00510.x
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- Article
4
RATING BASED LÉVY LIBOR MODEL.
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- Mathematical Finance, 2013, v. 23, n. 4, p. 591, doi. 10.1111/j.1467-9965.2011.00514.x
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- Publication type:
- Article
5
THE AFFINE LIBOR MODELS.
- Published in:
- Mathematical Finance, 2013, v. 23, n. 4, p. 627, doi. 10.1111/j.1467-9965.2012.00531.x
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- Publication type:
- Article
6
PRICING CHAINED OPTIONS WITH CURVED BARRIERS.
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- Mathematical Finance, 2013, v. 23, n. 4, p. 763, doi. 10.1111/j.1467-9965.2011.00513.x
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- Article
7
OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK.
- Published in:
- Mathematical Finance, 2013, v. 23, n. 4, p. 687, doi. 10.1111/j.1467-9965.2012.00528.x
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- Article