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  • Search: subject:"nonlinear eigenvalue problem"
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Credit risk 1 Forecasting model 1 Insolvency 1 Insolvenz 1 Kreditrisiko 1 Linear discriminant analysis 1 Probability theory 1 Prognoseverfahren 1 Rayleigh quotient 1 Stochastic process 1 Stochastischer Prozess 1 The generalized Rayleigh quotient 1 The nonlinear eigenvalue problem 1 Theorie 1 Theory 1 Three-dimensional Brownian motion 1 Trust-region method 1 Wahrscheinlichkeitsrechnung 1 nonlinear eigenvalue problem 1 structural default modelmutual liabilities 1 transition probability 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Kaushansky, Vadim 1 Lipton, Alexander 1 Reisinger, Christoph 1 Zhang, Lei-Hong 1
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Applied mathematical finance 1 Computational Optimization and Applications 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Transition probability of Brownian motion in the octant and its application to default modelling
Kaushansky, Vadim; Lipton, Alexander; Reisinger, Christoph - In: Applied mathematical finance 25 (2018) 5/6, pp. 434-465
Persistent link: https://www.econbiz.de/10012129173
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On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
Zhang, Lei-Hong - In: Computational Optimization and Applications 54 (2013) 1, pp. 111-139
that finding the global solution is closely related with a special extreme nonlinear eigenvalue problem, and in the special …
Persistent link: https://www.econbiz.de/10010998283
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