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Results 1-10 of 19
Publication DateTitleAuthor(s)
1-Jun-2007Cluster-based extension of the generalized poisson loss dynamics and consistency with single namesBrigo, D; Pallavicini, A; Torresetti, R
1-Sep-2009Basket CDS pricing with interacting intensitiesZheng, H; Jiang, L
17-Mar-2006On optimum Hamiltonians for state transformationsBrody, DC; Hook, DW
31-Dec-2007On quantum microcanonical equilibriumDorje C. Brody; Daniel W. Hook; Lane P. Hughston
8-Aug-2007Quantum phase transitions without thermodynamic limitsBrody, DC; Hook, DW; Hughston, LP
1-Dec-2008EXIT PROBLEM OF A TWO-DIMENSIONAL RISK PROCESS FROM THE QUADRANT: EXACT AND ASYMPTOTIC RESULTSAvram, F; Palmowski, Z; Pistorius, MR
27-Feb-2004Time quantization and q-deformationsAlbanese, C; Lawi, S
1-Jul-2008On perpetual American put valuation and first-passage in a regime-switching model with jumpsJiang, Z; Pistorius, MR
1-Oct-2009Approximate basket options valuation for a jump-diffusion modelXu, G; Zheng, H
1-Jan-2009NON-DEGENERACY OF WIENER FUNCTIONALS ARISING FROM ROUGH DIFFERENTIAL EQUATIONSCass, T; Friz, P; Victoir, N