Vyzkoušejte nový nástroj s podporou AI
Summon Research Assistant
BETA
Loading…
Loading…
Loading…
Loading…
Loading…
Loading…
The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes
Elworthy, K. D., Li, Xue-Mei, Yor, M.
Published in Probability theory and related fields (01.10.1999)
Published in Probability theory and related fields (01.10.1999)
Get full text
Journal Article
Loading…
Loading…
Loading…
Credit gap risk in a first passage time model with jumps
Packham, Natalie, Schloegl, Lutz, Schmidt, Wolfgang M.
Published in Quantitative finance (01.12.2013)
Published in Quantitative finance (01.12.2013)
Get full text
Journal Article
Loading…
Loading…
Loading…
Loading…
Exact solution for the Anisotropic Ornstein–Uhlenbeck process
de Almeida, Rita M.C., Giardini, Guilherme S.Y., Vainstein, Mendeli, Glazier, James A., Thomas, Gilberto L.
Published in Physica A (01.02.2022)
Published in Physica A (01.02.2022)
Get full text
Journal Article