ARTICLE
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
contagion risk; insurance premium; aggregate claims; default-free bond pricing; self-exciting process; Hawkes process; CIR process
Online: 28 August 2019 (04:00:41 CEST)
ARTICLE
|
doi:10.20944/preprints202010.0387.v1
Subject:
Computer Science And Mathematics,
Algebra And Number Theory
Keywords:
Brownian motion; Parisian time; exact simulation; real-time gross settlement system
Online: 19 October 2020 (14:43:03 CEST)