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Johnson School Research Paper Series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Credit risk models with incomplete information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
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2
Fluctuation theory of continuous-time, skip-free downward Markov chains with applications to branching processes with immigration
Loeffen, Ronnie
;
Patie, Pierre
;
Wang, Jian
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10015211653
Saved in:
3
Credit Risk Models with Incomplete Information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10008255209
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