Login
|
New Account
AAAAAA
ITA
ENG
Results:
1-2
|
Results: 2
On the transitions densities for reflected diffusions
Authors:
Linetsky, Vadim
Citation:
Linetsky, Vadim, On the transitions densities for reflected diffusions, Advances in applied probability , 37(1), 2005, pp. 435-460
Time-changed CIR default intensities with two-sided mean-reverting jumps
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
Risultati:
1-2
|