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Multi-name extension to the credit grades and an efficient Monte Carlo method
Takada, Hideyuki - In: Journal of mathematical finance 4 (2014) 3, pp. 188-206
Persistent link: https://www.econbiz.de/10010400105
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Price dynamics under the information-based dealer model
Fukuda, Kenta; Kondo, Kaichi; Takada, Hideyuki - In: Journal of mathematical finance 9 (2019) 4, pp. 726-746
Persistent link: https://www.econbiz.de/10012433476