Aronson's estimates and conditional diffusion processes
Qian, Z
Wei, G
Acta Mathematicae Applicatae Sinica, English Series
volume 10
issue 2
148-157
(Apr 1994)
doi:10.1007/bf02006114
Gradient estimates and heat kernel estimates
Qian, Z
Proceedings of the Royal Society of Edinburgh Section A Mathematics
volume 125
issue 5
975-990
(14 Nov 1995)
doi:10.1017/s0308210500022599
Diffusion processes on complete riemannian manifolds
Qian, Z
Acta Mathematicae Applicatae Sinica, English Series
volume 10
issue 3
252-261
(Jul 1994)
doi:10.1007/bf02006856
On conservation of probability and the Feller property
Qian, Z
The Annals of Probability
volume 24
issue 1
280-292
(01 Jan 1996)
doi:10.1214/aop/1042644717
Modeling basket credit default swaps with default contagion
Haworth, H
Reisinger, C
The Journal of Credit Risk
volume 3
issue 4
31-67
(2007)
doi:10.21314/jcr.2007.055
Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method
Cozma, A
Mariapragassam, M
Reisinger, C
(21 Jan 2017)
doi:10.48550/arxiv.1701.06001
Strong convergence rates for Euler approximations to a class of stochastic path-dependent volatility models
Cozma, A
Reisinger, C
(22 Jun 2017)
doi:10.48550/arxiv.1706.07375
Transition probability of Brownian motion in the octant and its application to default modeling
Kaushansky, V
Lipton, A
Reisinger, C
(31 Dec 2017)
doi:10.48550/arxiv.1801.00362
Finite Difference Methods for Medium- and High-Dimensional Derivative Pricing PDEs
Reisinger, C
Wissmann, R
High-Performance Computing in Finance
175-195
(21 Feb 2018)
doi:10.1201/9781315372006-6
Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion
Haworth, H
Reisinger, C
Shaw, W
(03 Oct 2007)
doi:10.48550/arxiv.0710.0753