4666 results in Mathematical finance
14 - Analysis of Morton’s Equation
- from Part IV - Stochastic Equations in the Bond Market
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11 - Completeness
- from Part III - Bond Market in Continuous Time
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Part I - Bond Market in Discrete Time
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7 - Fundamentals
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Contents
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Dedication
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8 - Arbitrage-Free HJM Markets
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1 - Elements of the Bond Market
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5 - Lévy Processes
- from Part II - Fundamentals of Stochastic Analysis
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10 - Arbitrage-Free Affine Term Structure
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9 - Arbitrage-Free Forward Curves Models
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Acknowledgements
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References
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Part III - Bond Market in Continuous Time
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BIVARIATE MARSHALL–OLKIN EXPONENTIAL SHOCK MODEL
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 3 / July 2021
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- 17 April 2020, pp. 745-765
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STEADY-STATE OPTIMIZATION OF AN EXHAUSTIVE LÉVY STORAGE PROCESS WITH INTERMITTENT OUTPUT AND RANDOM OUTPUT RATE
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 3 / July 2021
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- 17 April 2020, pp. 730-744
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AN ANALYTICAL APPROACH FOR THE BREAKDOWN DISTRIBUTION OF A THIN OXIDE
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 3 / July 2021
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- 08 April 2020, pp. 595-610
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BAYESIAN ANALYSIS OF DOUBLY STOCHASTIC MARKOV PROCESSES IN RELIABILITY
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 3 / July 2021
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- 08 April 2020, pp. 708-729
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Mathematics of the Bond Market
- A Lévy Processes Approach
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Operational risk dependencies
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- British Actuarial Journal / Volume 25 / 2020
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- 01 April 2020, e5
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