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Multiscale Intensity Models for Single Name Credit Derivatives
Papageorgiou, E.; Sircar, R. - In: Applied mathematical finance 15 (2008) 1-2, pp. 73-106
Persistent link: https://www.econbiz.de/10008221136
Cover Image
Multiscale Intensity Models for Single Name Credit Derivatives
Papageorgiou, E.; Sircar, R. - In: Applied mathematical finance 15 (2008) 1, pp. 73
Persistent link: https://www.econbiz.de/10008221419
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Multiscale intensity models for single name credit derivatives
Papageorgiou, E.; Sircar, Kaushik Ronnie - In: Applied mathematical finance 15 (2008) 1/2, pp. 73-105
Persistent link: https://www.econbiz.de/10003751113