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~isPartOf:"The journal of business : B"
~isPartOf:"International journal of theoretical and applied finance"
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The journal of business : B
International journal of theoretical and applied finance
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The credit derivatives handbook : global perspectives, innovations, and market drivers
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Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
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CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
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