Credit risk with infinite dimensional Lévy processes (Q3595146)

From MaRDI portal
Revision as of 19:20, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(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

    title
    Credit risk with infinite dimensional Lévy processes (English)
    0 references
    author
    Fehmi Özkan
    0 references
    Thorsten Schmidt
    0 references
    publication date
    10 August 2007
    0 references
    Mathematics Subject Classification ID
    60H30
    0 references
    91G40
    0 references
    60H15
    0 references
    60G60
    0 references
    46N30
    0 references
    60G51
    0 references
    zbMATH DE Number
    5178739
    0 references
    zbMATH Keywords
    Lévy random fields
    0 references
    infinite dimensional models
    0 references
    ratings
    0 references
    credit risk
    0 references
    OpenAlex ID
    W2263359119
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3595146&oldid=31298416"
    Powered by MediaWiki