Parisian Time of Reflected Brownian Motion with Drift on Rays and Its Application in Banking

by Angelos Dassios, Junyi Zhang
Published 2020-12-01

A Markov Chain Model for Contagion

by Angelos Dassios, Hongbiao Zhao
Published 2014-11-01

A Generalised CIR Process with Externally-Exciting and Self-Exciting Jumps and Its Applications in Insurance and Finance

by Angelos Dassios, Jiwook Jang, Hongbiao Zhao
Published 2019-10-01

A two-phase dynamic contagion model for COVID-19

by Zezhun Chen, Angelos Dassios, Valerie Kuan, Jia Wei Lim, Yan Qu, Budhi Surya, Hongbiao Zhao
Published 2021-07-01