共 50 条
- [41] Discrete Tenor Models for Credit Risky Portfolios Driven by Time-Inhomogeneous Levy Processes SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2013, 4 (01): : 616 - 649
- [44] On the Construction of a Special Class of Time-Inhomogeneous Diffusion Processes Journal of Statistical Physics, 2019, 177 : 299 - 323
- [45] Time-inhomogeneous Hawkes processes and its financial applications AIMS MATHEMATICS, 2024, 9 (07): : 17657 - 17675
- [46] Quantitative bounds on convergence of time-inhomogeneous Markov chains ANNALS OF APPLIED PROBABILITY, 2004, 14 (04): : 1643 - 1665