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Essays on mixed hitting time models
Yifan Yu
Center Ph. D. Students
Research Group: Econometrics
Research output
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Thesis
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Doctoral Thesis
304
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Dive into the research topics of 'Essays on mixed hitting time models'. Together they form a unique fingerprint.
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Mathematics
Time Model
100%
Hitting Time
100%
Stochastic Process
66%
Doctoral Dissertation
33%
Ornstein Uhlenbeck Process
33%
Competing Risk Model
33%
Keyphrases
Hitting Time Model
100%
Stochastic Processes
66%
Payoff
33%
Risk Model
33%
Mean-reverting
33%
Heterogeneous Thresholds
33%
Latent Process
33%
Ornstein-Uhlenbeck Process
33%
Economics, Econometrics and Finance
Mean Reversion
100%