( en | de | ru )

 

Disambiguation

From post

копироватьудалитьдобавить публикацию в буфер
Stochastic Volatility Effects on Defaultable Bonds

, , и . Applied Mathematical Finance, 13 (3): 215--244 (2006)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

Jean Pierre Calteux

Jean-Pierre Mazat

Pierre Jean Regenet

Jean-Pierre Dubost

Jean-Pierre Détry

 

Другие публикации лиц с тем же именем

Diffusion-Approximation for the Advection-Diffusion of a Passive Scalar by a Space-Time Gaussian Velocity Field, и . стр. 37--49. Birkhäuser Basel, Basel, (1995)Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models., , и . SIAM J. Financial Math., 2 (1): 665-691 (2011)Multivariate Systemic Risk Measures and Deep Learning Algorithms., , , и . CoRR, (2023)Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game., , , , и . ICAIF, стр. 369-376. ACM, (2022)Stability in a Model of Interbank Lending., и . SIAM J. Financial Math., 4 (1): 784-803 (2013)Singular Perturbations in Option Pricing., , , и . SIAM J. Appl. Math., 63 (5): 1648-1665 (2003)Robustness of time reversal for waves in time-dependent random media, , , и . Stochastic Processes and their Applications, 113 (2): 289--313 (октября 2004)Stochastic Volatility Effects on Defaultable Bonds, , и . Applied Mathematical Finance, 13 (3): 215--244 (2006)Optimal Trading with Signals and Stochastic Price Impact., , и . SIAM J. Financial Math., 13 (3): 944-968 (сентября 2022)Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities., , и . SIAM J. Control and Optimization, 54 (5): 2309-2338 (2016)