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Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan; Sircar, Kaushik Ronnie - In: Applied mathematical finance 16 (2009) 3/4, pp. 353-383
Persistent link: https://www.econbiz.de/10003916203
Cover Image
Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives
Papageorgiou, Evan; Sircar, Ronnie - In: Applied mathematical finance 16 (2009) 4, pp. 353
Persistent link: https://www.econbiz.de/10008314731
Cover Image
Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives
Papageorgiou, Evan; Sircar, Ronnie - In: Applied mathematical finance 16 (2009) 3-4, pp. 353
Persistent link: https://www.econbiz.de/10008336480