Mathematical Lectures from Peking University - From Probability to Finance
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9789811515750, 9789811515767

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Bernstein Copulas and Composite Bernstein Copulas

Mathematical Lectures from Peking University - From Probability to Finance ◽

10.1007/978-981-15-1576-7_4 ◽

2020 ◽

pp. 183-217

Author(s):

Jingping Yang ◽

Fang Wang ◽

Zongkai Xie

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Wealth Transfers, Indifference Pricing, and XVA Compression Schemes

Mathematical Lectures from Peking University - From Probability to Finance ◽

10.1007/978-981-15-1576-7_5 ◽

2020 ◽

pp. 219-248

Author(s):

Claudio Albanese ◽

Marc Chataigner ◽

Stéphane Crépey

Keyword(s):

Indifference Pricing

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Enlargement of Filtration in Discrete Time

Mathematical Lectures from Peking University - From Probability to Finance ◽

10.1007/978-981-15-1576-7_2 ◽

2020 ◽

pp. 71-144

Author(s):

Christophette Blanchet-Scalliet ◽

Monique Jeanblanc

Keyword(s):

Discrete Time ◽

Enlargement Of Filtration

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Continuous-State Branching Processes with Immigration

Mathematical Lectures from Peking University - From Probability to Finance ◽

10.1007/978-981-15-1576-7_1 ◽

2020 ◽

pp. 1-69

Author(s):

Zenghu Li

Keyword(s):

Branching Processes ◽

Continuous State

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Clustering Effects via Hawkes Processes

Mathematical Lectures from Peking University - From Probability to Finance ◽

10.1007/978-981-15-1576-7_3 ◽

2020 ◽

pp. 145-181

Author(s):

Guillaume Bernis ◽

Simone Scotti

Keyword(s):

Hawkes Processes

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Mathematical Lectures from Peking University - From Probability to FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Singapore

Bernstein Copulas and Composite Bernstein Copulas

Wealth Transfers, Indifference Pricing, and XVA Compression Schemes

Enlargement of Filtration in Discrete Time

Continuous-State Branching Processes with Immigration

Clustering Effects via Hawkes Processes

Mathematical Lectures from Peking University - From Probability to Finance
Latest Publications