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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
)
5/6
,
pp. 429-449
Persistent link: https://www.econbiz.de/10003916633
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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
Saved in:
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