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AMS 60J25


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AMS Classification 60J25
"Continuous-time Markov processes on general state spaces"

These are all the papers that have the " 60J25 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

A Simple Model for Credit Migration and Spread Curves
by Li Chen of Princeton University, and
Damir Filipović of the Federal Office of Private Insurance, Switzerland
(257K PDF) -- 28 pages -- May 26, 2004

Affine Processes and Applications in Finance
by Darrell Duffie of Stanford University,
Damir Filipović of Princeton University, and
Walter Schachermayer of the Vienna University of Technology
(492K PDF) -- 59 pages -- September 24, 2002

 

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