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Point Processes and Jump Diffusions最新文献

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Stochastic Integrals and Differentials 随机积分与微分
Point Processes and Jump Diffusions Pub Date : 2021-06-01 DOI: 10.1090/chel/353/02
T. Björk
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引用次数: 0
The Merton Model 默顿模型
Point Processes and Jump Diffusions Pub Date : 2021-06-01 DOI: 10.1017/9781009002127.026
T. Björk
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引用次数: 0
Non-Linear Filtering Theory 非线性滤波理论
Point Processes and Jump Diffusions Pub Date : 2021-06-01 DOI: 10.1017/9781009002127.016
T. Björk
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引用次数: 0
Dynamic Programming for Markov Processes 马尔可夫过程的动态规划
Point Processes and Jump Diffusions Pub Date : 2021-06-01 DOI: 10.1017/9781009002127.013
T. Björk
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引用次数: 0
Counting Processes 计算过程
Point Processes and Jump Diffusions Pub Date : 2020-10-20 DOI: 10.1002/9780470012505.tac061
P. K. Andersen
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引用次数: 1
Index of Symbols 符号索引
Point Processes and Jump Diffusions Pub Date : 2012-01-31 DOI: 10.1515/9781400842728.449
S. Alexakis
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引用次数: 0
Non-Linear Filtering with Wiener Noise 基于维纳噪声的非线性滤波
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.017
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引用次数: 0
Optimal Control in Continuous Time 连续时间下的最优控制
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.014
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引用次数: 4
Counting Processes with Stochastic Intensities 具有随机强度的计数过程
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.006
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引用次数: 0
Credit Risk and Cox Processes 信用风险和考克斯过程
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.030
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引用次数: 0
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