Time-Changed Birth Processes and Multiname Credit...

Operations Research 2009 / 08 Vol. 57; Iss. 4

Time-Changed Birth Processes and Multiname Credit Derivatives

Ding, Xiaowei, Giesecke, Kay, Tomecek, Pascal I.
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Volume:
57
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.1080.0652
Date:
August, 2009
File:
PDF, 578 KB
english, 2009
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