British Actuarial Journal · 2000 · 125 citations · 1 references
EngineeringFinanceInsuranceInsurance FinanceStochastic ModelingStochastic ProcessesContinuous-time Stochastic ProcessesDiffusion ProcessesMarkov ChainsMarkov ProcessesStochastic CalculusStochastic Differential EquationsLévy - Itô DecompositionMarkov Diffusion ProcessesStochastic Financial ModelingStochastic IntegralsStochastic Process AnalysisStochastic Process DistributionsStochastic Processes In FinanceTime-dependent Diffusion
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