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On Markovian short rates in term structure models driven by jump-diffusion processes
Gapeev, P. V. (contributor); Küchler, U. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917033
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On large deviations in testing Ornstein-Uhlenbeck type models with delay
Gapeev, P. V. (contributor); Küchler, U. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917044
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A note on optimal stopping in models with delay
Gapeev, P. V. (contributor); Reiß, M. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917076