Discrete credit barrier models (Q5711163): Difference between revisions

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+DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
@@ Property / cites work: DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS / rank @@
+Normal rank
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
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+Spectral theory for the differential equations of simple birth and death processes
+Normal rank
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
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+Birth-death processes and associated polynomials.
@@ Property / cites work: Birth-death processes and associated polynomials. / rank @@
+Normal rank