Author:
Khalaf Anas Dheyab,Abouagwa Mahmoud,Mustafa Almushaira,Wang Xiangjun
Funder
National Natural Science Foundation of China
Subject
Applied Mathematics,Computational Mathematics
Reference24 articles.
1. Bond market structure in the presence of marked point processes;Björk;Math. Finance,1997
2. Understanding the fine structure of electricity prices;Geman;J. Bus.,2006
3. The term structure of simple forward rates with jump risk;Glasserman;Math. Finance,2003
4. Credit Derivatives Pricing Models;Schönbucher,2003
5. Stochastic Calculus and Applications;Elliott,1982
Cited by
17 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献