On Cox processes and credit risky securities
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Publication:375362
DOI10.1007/BF01531332zbMath1274.91459WikidataQ56567893 ScholiaQ56567893MaRDI QIDQ375362
Publication date: 30 October 2013
Published in: Review of Derivatives Research (Search for Journal in Brave)
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Cites Work
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- A survey of product-integration with a view toward application in survival analysis
- DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
- Probability with Martingales
- Default risk and derivative products
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