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Mathematical Finance
Journal of financial economics
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Claremont McKenna College Robert Day School of Economics and Finance Research Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economics letters
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Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022
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DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical Finance
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10005139679
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2
CORRELATED DEFAULTS IN INTENSITY-BASED MODELS
Yu, Fan
- In:
Mathematical Finance
17
(
2007
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10005193394
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