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Mendoza-Arriaga, Rafael


 SSRN Author Rank: 23,214 by Downloads
 

University of Texas at Austin - Department of Information, Risk and Operations Management


 CBA 5.202
 Austin, TX 78712
 United States
 5126321860 (Phone)
 HOME PAGE: http://rafaelmendoza.org
 email address

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. Mendoza-Arriaga, Rafael's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,225
Total
Citations
26
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Time Changed Markov Processes in Unified Credit-Equity Modeling | Show Abstract | Download This Paper | Open PDF in Browser |
FDIC Center for Financial Research Working Paper No. 2008-03
Number of Pages in PDF File: 59
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
28 Mar 08
387
(47,698)
14

2.  
Sun, Yunpeng
Northwestern University - Department of Industrial Engineering and Management Sciences
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Posted:
03 Nov 10
Last Revised:
24 Jul 14
307
(63,282)
 

3.  
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
18 May 09
Last Revised:
24 Jul 14
200
(98,814)
2

4.  
Multivariate Subordination of Markov Processes with Financial Applications | Show Abstract | Download This Paper | Open PDF in Browser |
Mathematical Finance (Online First), Forthcoming
Number of Pages in PDF File: 42
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Posted:
03 Nov 10
Last Revised:
24 Jul 14
142
(134,361)
 

5.  
Time-Changed CIR Default Intensities with Two-Sided Mean-Reverting Jumps | Show Abstract | Download This Paper | Open PDF in Browser |
The Annals of Applied Probability, 24(2), 811-856
Number of Pages in PDF File: 31
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Posted:
09 Sep 12
Last Revised:
24 Jul 14
105
(169,525)
1

6.  
Lorig, Matthew
University of Washington - Applied Mathematics
Lozano-Carbasse, Oriol
Princeton University - Bendheim Center for Finance
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
10 Sep 12
Last Revised:
20 Jun 15
39
(286,626)
 

7.  
Li, Lingfei
The Chinese University of Hong Kong
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Mitchell, Daniel
Singapore University of Technology and Design (SUTD)
Posted:
17 Jun 15
14
(381,694)
 

8.  
Li, Jing
Independent
Li, Lingfei
The Chinese University of Hong Kong
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
25 Jul 14
Last Revised:
24 Jun 15
12
(391,051)
 

9.  
Li, Lingfei
The Chinese University of Hong Kong
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Mo, Zhiyu
The Chinese University of Hong Kong (CUHK)
Mitchell, Daniel
Singapore University of Technology and Design (SUTD)
Posted:
16 Jun 15
10
(400,097)
 

10.  
Li, Lingfei
The Chinese University of Hong Kong
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
22 Jul 15
6
(417,268)
 

11.  
Time-Changed Markov Processes in Unified Credit-Equity Modeling | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 20, Issue 4, pp. 527-569, October 2010
Number of Pages in PDF File: 43
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Posted:
27 Sep 10
3
(430,375)
9

12.  
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Li, Lingfei
The Chinese University of Hong Kong
Posted:
25 Jul 14
 

13.  
Modeling and Forecasting Mortality Rates | Show Abstract |
Insurance: Mathematics and Economics, Vol. 52, No. 2, 2013
Mitchell, Daniel
University of Texas at Austin - Red McCombs School of Business
Brockett, Patrick L.
University of Texas at Austin - Department of Information, Risk and Operations Management
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
Posted:
02 Dec 11
Last Revised:
08 Aug 13
 


Records 1 - 13 of 13 matches
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