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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
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A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling
Cirillo, Pasquale
;
Hüsler, Jürg
;
Muliere, Pietro
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1223-1240
Persistent link: https://www.econbiz.de/10008906166
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Reinforced urn processes for modeling credit default distribution
Amerio, Emanuele
;
Muliere, Pietro
;
Secchi, Piercesare
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 407-423
Persistent link: https://www.econbiz.de/10002108791
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