I. Iscoe

发表

Large deviations of uniformly recurrent Markov additive processes

P. Ney, E. Nummelin, I. Iscoe, 1985 .

Portfolio credit-risk optimization.

A. Kreinin, I. Iscoe, Oleksandr Romanko, 2012 .

Asymptotics of Exit Times for Markov Jump Processes I

D. Mcdonald, I. Iscoe, I. Iscoe, 1994 .

Large-sample confidence intervals for risk measures of location–scale families

I. Iscoe, Taehan Bae, 2012 .

Pricing Synthetic CDOs based on Exponential Approximations to the Payoff Function

Xiaofang, K. Jackson, A. Kreinin, 2013 .

Valuation of synthetic CDOs.

A. Kreinin, I. Iscoe, 2007 .

Advanced Optimization Laboratory Title : Portfolio Credit-Risk Optimization

A. Kreinin, I. Iscoe, Oleksandr Romanko, 2010 .

On the limit of conditional Spearman’s rho under the common factor model

I. Iscoe, Taehan Bae, 2016 .

A microscopic mechanism for the porous medium equation

I. Iscoe, S. Feng, T. Seppäläinen, 1997 .

A class of stochastic evolutions that scale to the porous medium equation

I. Iscoe, S. Feng, T. Seppäläinen, 1996 .

The draw-a-man test as a predictor of school readiness and as an index of emotional and physical maturity.

I. Iscoe, J. Coleman, M. Brodsky, 1959, Pediatrics.

Sum of Bernoulli Mixtures: Beyond Conditional Independence

I. Iscoe, Taehan Bae, 2014 .

Large deviations for occupation times of measure-valued branching Brownian motions

I. Iscoe, Tzong-Yow Lee, 1993 .

Ergodic theory and a local occupation time for measure-valued critical branching brownian motion

I. Iscoe, 1986 .

Pricing Correlation-Dependent Derivatives Based on Exponential Approximations to the Hockey Stick Function ∗

Xiaofang Ma, Ian Iscoe, K. Jackson, 2007 .

Super-Brownian motion: Path properties and hitting probabilities

D. Dawson, E. Perkins, I. Iscoe, 1989 .

Semimartingales and Their Stochastic Calculus on Manifolds

L. Schwartz, I. Iscoe, 1985 .

Valuing Retail Credit Tranches with Structural, Double Mixture Models

I. Iscoe, Taehan Bae, Changki Kim, 2015 .

A weighted occupation time for a class of measured-valued branching processes

I. Iscoe, I. Iscoe, 1986 .

An Exponential Approximation to the Hockey Stick Function ∗

K. Jackson, A. Kreinin, I. Iscoe, 2007 .

On the supports of measure-valued critical branching Brownian motion

I. Iscoe, 1988 .

Continuity of $l^2$-Valued Ornstein-Uhlenbeck Processes

M. Talagrand, J. Zinn, D. Mcdonald, 1990 .

Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks

D. Mcdonald, I. Iscoe, 1994 .