Point Processes and Jump Diffusions最新文献

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Equilibrium Theory 平衡理论
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-94-007-2739-7_100200
Xavier Labandeiraa, José M. Labeagac, Xiral López-Otero
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引用次数: 0
Interest-Rate Theory 利率理论
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-1-4471-3856-3_8
N. Bingham, R. Kiesel
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引用次数: 30
Diversifiable Risk 可分散风险
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.029
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引用次数: 0
Martingale Representation, Girsanov and Kolmogorov 鞅表示,Girsanov和Kolmogorov
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.011
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引用次数: 0
Filtering with k-Variate Counting-Process Observations k变量计数过程观测滤波
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.020
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引用次数: 0
Marked Point Processes 标记点过程
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-1-4684-9477-8_8
P. Brémaud
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引用次数: 6
Basic Arbitrage Theory 基本套利理论
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.022
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引用次数: 0
Martingale Representations and Girsanov Transformations 鞅表示与Girsanov变换
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.007
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引用次数: 0
The Itô Formula Itô公式
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-1-4757-6592-2_4
G. Kallianpur
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引用次数: 0
Determining a Unique Q 确定唯一Q
Point Processes and Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1017/9781009002127.027
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引用次数: 0
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