A reflection principle for correlated defaults

Stochastic Processes and their Applications 2006 Vol. 116; Iss. 4

A reflection principle for correlated defaults

Frédéric Patras
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Volume:
116
Year:
2006
Language:
english
Pages:
9
DOI:
10.1016/j.spa.2005.11.005
File:
PDF, 261 KB
english, 2006
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