AMS Classification 60H20
"Stochastic integral equations"
These are all the papers that have the " 60H20 " classification. Note that not all authors/journals assign MSC codes. (sorted by date)
Market Models for CDOs Driven by Time-inhomogeneous Lévy 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
Darrel, Duffie, Mark Schroder, and Costis Skiadas, " Recursive Valuation of Defaultable Securities and the Timing of Resolution of Uncertainty", Annals of Applied Probability, Vol. 6, No. 4, (November 1996), pp. 1075-1090.
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