Multi-Scale Time-Changed Birth Processes for Pricing Multi-Name Credit Derivatives
| Year of publication: |
2009
|
|---|---|
| Authors: | Bayraktar, Erhan ; Yang, Bo |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 5, p. 429
|