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isPartOf:"Working paper / Norges Bank"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Baxter, Martin"
~person:"Brigo, Damiano"
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Working paper / Norges Bank
International journal of theoretical and applied finance
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Lévy simple structural models
Baxter, Martin
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 593-606
Persistent link: https://www.econbiz.de/10003503338
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2
Cluster-based extension of the generalized poisson loss dynamics and consistency with single names
Brigo, Damiano
;
Pallavicini, Andrea
;
Torresetti, Roberto
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 607-631
Persistent link: https://www.econbiz.de/10003503347
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