Credit risk with infinite dimensional Lévy processes (Q3595146)

From MaRDI portal
Revision as of 10:54, 16 October 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Credit risk with infinite dimensional Lévy processes
scientific article

    Statements

    Credit risk with infinite dimensional Lévy processes (English)
    0 references
    0 references
    0 references
    10 August 2007
    0 references
    Lévy random fields
    0 references
    infinite dimensional models
    0 references
    ratings
    0 references
    credit risk
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references