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Consistency Problems for Jump-diffusion Models
Bayraktar, Erhan; Chen, Li; Poor, H.Vincent - In: Applied mathematical finance 12 (2005) 2, pp. 101-120
Persistent link: https://www.econbiz.de/10008214120
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Multi-Scale Time-Changed Birth Processes for Pricing Multi-Name Credit Derivatives
Bayraktar, Erhan; Yang, Bo - In: Applied mathematical finance 16 (2009) 5, pp. 429
Persistent link: https://www.econbiz.de/10008329412
Cover Image
Consistency problems for jump-diffusion models
Bayraktar, Erhan; Chen, Li; Poor, H. Vincent - In: Applied mathematical finance 12 (2005) 2, pp. 101-119
Persistent link: https://www.econbiz.de/10002989902
Cover Image
Multi-scale time-changed birth processes for pricing multi-name credit derivatives
Bayraktar, Erhan; Yang, Bo - In: Applied mathematical finance 16 (2009) 5/6, pp. 429-449
Persistent link: https://www.econbiz.de/10003916633