Information reduction via level crossings in a credit risk model
| Year of publication: |
2007
|
|---|---|
| Authors: | Jarrow, Robert A. ; Protter, Philip ; Sezer, A.Deniz |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 11.2007, 2, p. 195-212
|