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EVALUATION OF CUMULATIVE RANDOM SHOCKS GENERATED FROM A SEM..:
Huang, Jia-Ping
;
Sumita, Ushio
Journal of the Operations Research Society of Japan. 55 (2012) 2 - p. 158-180 , 2012
Link:
https://doi.org/10.15807/jorsj.55.158
RT Journal T1 <Title>EVALUATION OF CUMULATIVE RANDOM SHOCKS GENERATED FROM A SEMI-MARKOV MODULATED POISSON PROCESS AND ITS APPLICATION TO CDO PRICING</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.15807_jorsj.55.158&Exemplar=1&LAN=DE A1 Huang, Jia-Ping A1 Sumita, Ushio PB The Operations Research Society of Japan YR 2012 SN 0453-4514 SN 2188-8299 JF Journal of the Operations Research Society of Japan VO 55 IS 2 SP 158 OP 180 LK http://dx.doi.org/https://doi.org/10.15807/jorsj.55.158 DO https://doi.org/10.15807/jorsj.55.158 SF ELIB - SuUB Bremen
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