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1 Ergebnisse
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Modelling Credit Risk in the Jump Threshold Framework:
Chiu, Chun-Yuan
;
Kercheval, Alec
Applied Mathematical Finance. 25 (2018) 5-6 - p. 411-433 , 2018
Link:
https://doi.org/10.1080/1350486x.2018.1465349
RT Journal T1
Modelling Credit Risk in the Jump Threshold Framework
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_1350486x.2018.1465349&Exemplar=1&LAN=DE A1 Chiu, Chun-Yuan A1 Kercheval, Alec PB Informa UK Limited YR 2018 SN 1350-486X SN 1466-4313 JF Applied Mathematical Finance VO 25 IS 5-6 SP 411 OP 433 LK http://dx.doi.org/https://doi.org/10.1080/1350486x.2018.1465349 DO https://doi.org/10.1080/1350486x.2018.1465349 SF ELIB - SuUB Bremen
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