1

Stability in a Model of Interbank Lending

Year:
2013
Language:
english
File:
PDF, 825 KB
english, 2013
3

A second-order stock market model

Year:
2013
Language:
english
File:
PDF, 579 KB
english, 2013
4

On Probabilistic Excitement of Sports Games

Year:
2007
Language:
english
File:
PDF, 440 KB
english, 2007
16

ON COLLISIONS OF BROWNIAN PARTICLES

Year:
2010
Language:
english
File:
PDF, 1.88 MB
english, 2010
19

Hybrid Atlas models

Year:
2011
Language:
english
File:
PDF, 423 KB
english, 2011
20

Diffusions with rank-based characteristics and values in the nonnegative quadrant

Year:
2013
Language:
english
File:
PDF, 491 KB
english, 2013
23

On collisions of Brownian particles

Year:
2010
Language:
english
File:
PDF, 322 KB
english, 2010
28

Dynamic contagion in a banking system with births and defaults

Year:
2019
Language:
english
File:
PDF, 1.40 MB
english, 2019