Authors: Linetsky, Vadim

Citation: Linetsky, Vadim, On the transitions densities for reflected diffusions, Advances in applied probability , 37(1), 2005, pp. 435-460

Authors: Mendoza-Arriaga, Rafael Linetsky, Vadim

Citation: Mendoza-arriaga, Rafael et Linetsky, Vadim, Time-changed CIR default intensities with two-sided mean-reverting jumps, Annals of applied probability , 24(2), 2014, pp. 811-856