CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES
BRIGO, DAMIANO, PALLAVICINI, ANDREA, TORRESETTI, ROBERTOVolume:
10
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024907004342
Date:
June, 2007
File:
PDF, 342 KB
english, 2007