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Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk
- Part of
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 4 / December 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 983-1005
- Print publication:
- December 2013
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- Article
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Conditional Distributions of Processes Related to Fractional Brownian Motion
- Part of
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 166-183
- Print publication:
- March 2013
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