Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Defaultable bonds with an infinite number of Levy factors
Intricacies of Dependence between Components of Multivariate Markov Chains: Weak Markov Consistency and Markov Copulae
On hyperbolic Bessel processes and beyond
On incompleteness of bond markets with infinite number of random factors
On some Brownian functionals and their applications to moments in lognormal and Stein stochastic volatility models
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