Uni-Logo
Sections
You are here: Home Emeriti Ernst Eberlein Inhalte 2013 Artikel Discrete tenor models for credit risky portfolios
Document Actions

2013 Artikel Discrete tenor models for credit risky portfolios

Discrete tenor models for credit risky portfolios driven by time-inhomogeneous Lévy processes. SIAM Journal on Financial Mathematics 4 (1) (2013), 616–649 (with Z. Grbac and T. Schmidt)

SIAM-article-82713.pdf — PDF document, 569Kb

Personal tools