Jumps in intensity models: investigating the performance of...

Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling

Jessica Cariboni, Wim Schoutens
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Volume:
69
Language:
english
Pages:
26
DOI:
10.1007/s00184-008-0213-4
Date:
March, 2009
File:
PDF, 482 KB
english, 2009
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