Discrete credit barrier models (Q5711163): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680500148943
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@@ Property / OpenAlex ID @@
+W2010696614
@@ Property / OpenAlex ID: W2010696614 / rank @@
+Normal rank
@@ Property / cites work @@
+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
@@ Property / cites work: DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral theory for the differential equations of simple birth and death processes
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Birth-death processes and associated polynomials.
@@ Property / cites work: Birth-death processes and associated polynomials. / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5711163