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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
Saved in:
2
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
Saved in:
3
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
Saved in:
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