2

The kth Default Time Distribution and Basket Default Swap Pricing

Year:
2009
Language:
english
File:
PDF, 177 KB
english, 2009
5

A factor contagion model for portfolio credit derivatives

Year:
2015
Language:
english
File:
PDF, 397 KB
english, 2015
8

The k th default time distribution and basket default swap pricing

Year:
2011
Language:
english
File:
PDF, 250 KB
english, 2011
10

Spectral Types of Uniform Distribution

Year:
1994
Language:
english
File:
PDF, 255 KB
english, 1994
13

The first return time test of pseudorandom numbers

Year:
2002
Language:
english
File:
PDF, 142 KB
english, 2002
14

Spectral Types of Skewed Bernoulli Shift

Year:
2000
Language:
english
File:
PDF, 271 KB
english, 2000
20

Strong shift equivalence of 2 by 2 non-negative integral matrices

Year:
1997
Language:
english
File:
PDF, 496 KB
english, 1997
29

Tests of randomness by the gambler’s ruin algorithm

Year:
2008
Language:
english
File:
PDF, 408 KB
english, 2008
30

Recurrence of transformations with absolutely continuous invariant measures

Year:
2002
Language:
english
File:
PDF, 616 KB
english, 2002
42

Conditional correlation in asset return and GARCH intensity model

Year:
2014
Language:
english
File:
PDF, 931 KB
english, 2014
47

Weighted normal numbers

Year:
1995
Language:
english
File:
PDF, 158 KB
english, 1995