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AMS 60G09


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AMS Classification 60G09
"Exchangeability"

These are all the papers that have the " 60G09 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

Market Models for CDOs Driven by Time-inhomogeneous Lvy Processes
by Ernst Eberlein of the University of Freiburg,
Zorana Grbac of the University of Freiburg, and
Thorsten Schmidt of Chemnitz University of Technology
(268K PDF) -- 31 pages -- June 10, 2010

Credit Risk Modelling with Shot-noise Processes
by Raquel M. Gaspar of the Technical University of Lisbon, and
Thorsten Schmidt of Chemnitz University of Technology
(1,147K PDF) -- 25 pages -- April 4, 2010

Explicit Formulas for Laplace Transforms of Stochastic Integrals
by Tom R. Hurd of McMaster University, and
Alexey Kuznetsov of McMaster University
(200K PDF) -- 19 pages -- July 3, 2006

 

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