Structural credit risk models with subordinated processes

DOI10.1155/2013/138272MaRDI QIDQ1789762zbMATH OpenOpenAlexWikidataFDO

Authors Martin Gurny, Sergio Ortobelli Lozza, Rosella Giacometti

Publication date 10 October 2018

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2013/138272

Mathematics Subject Classification ID

Credit risk (91G40)

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