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A multiple curve Lévy swap market model
Eberlein, Ernst; Gerhart, Christoph; Lütkebohmert, Eva - In: Applied mathematical finance 27 (2020) 5, pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
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A Structural Model with Unobserved Default Boundary
Schmidt, Thorsten; Novikov, Alexander - In: Applied mathematical finance 15 (2008) 1-2, pp. 183
Persistent link: https://www.econbiz.de/10008221132
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A Structural Model with Unobserved Default Boundary
Schmidt, Thorsten; Novikov, Alexander - In: Applied mathematical finance 15 (2008) 2, pp. 183
Persistent link: https://www.econbiz.de/10008221160
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A structural model with unobserved default boundary
Schmidt, Thorsten; Novikov, Alexander - In: Applied mathematical finance 15 (2008) 1/2, pp. 183-203
Persistent link: https://www.econbiz.de/10003751162