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2 articles related to "Ornstein Uhlenbeck Processes"

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Articles

Original Research

Published on 17 Sep 2020

Modeling and Estimation of Multivariate Discrete and Continuous Time Stationary Processes

in Mathematical Finance

Marko Voutilainen

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2020.00043

2,622 views
2 citations

Original Research

Published on 02 Dec 2016

Disentangling the Information Content of Government Bonds and Credit Default Swaps: An Empirical Analysis on Sovereigns and Banks

in Mathematical Finance

Michele L. Bianchi
Marco Rocco

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2016.00022

5,299 views
2 citations