Point Processes and Jump Diffusions
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TOTAL DOCUMENTS

35

(FIVE YEARS 35)

H-INDEX

0

(FIVE YEARS 0)

Published By Cambridge University Press

9781009002127, 9781316518670

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Itô Formula

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.010 ◽

2021 ◽

pp. 72-81

Keyword(s):

Itô Formula ◽

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Applications in Financial Economics

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.021 ◽

2021 ◽

pp. 171-172

Keyword(s):

Financial Economics

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The Conditional Density

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.018 ◽

2021 ◽

pp. 141-148

Keyword(s):

Conditional Density

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Non-Linear Filtering with Wiener Noise

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.017 ◽

2021 ◽

pp. 127-140

Keyword(s):

Linear Filtering ◽

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Basic Arbitrage Theory

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.022 ◽

2021 ◽

pp. 173-187

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Martingale Representation, Girsanov and Kolmogorov

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.011 ◽

2021 ◽

pp. 82-86

Keyword(s):

Martingale Representation

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Counting Processes with Stochastic Intensities

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.006 ◽

2021 ◽

pp. 36-42

Keyword(s):

Counting Processes

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Diversifiable Risk

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.029 ◽

2021 ◽

pp. 249-259

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Determining a Unique Q

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.027 ◽

2021 ◽

pp. 227-239

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Marked Point Processes

Point Processes and Jump Diffusions ◽

10.1017/9781009002127.009 ◽

2021 ◽

pp. 64-71

Keyword(s):

Point Processes ◽

Marked Point ◽

Marked Point Processes

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