sticky maximum process; sticky diffusion process; financial market movement; option valuation; stochastic process inference
variable annuity guaranteed benefit, Asian option, risk measures, value at risk, conditional tail expectation, geometric Brownian motion, integral of geometric Brownian motion, Hartman-Watson density, modified Bessel functions
credit risk management, counterparty credit risk, credit value adjustment, ruin theory, complex analysis, Laplace transform inversion, finite-time ruin probability
Laplace-Beltrami operator, prolate spheroid, singular Sturm-Liouville problem, generalized matrix eigenvalue problem
