Transform analysis for point processes and applications in credit risk
Kay Giesecke and Shilin Zhu
| Year of publication: |
2013
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|---|---|
| Authors: | Giesecke, Kay ; Zhu, Shilin |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 23.2013, 4, p. 742-762
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| Subject: | point process | transform | compensator | equivalent measure change | Kreditrisiko | Credit risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010187674