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Stochastic differential equations with critical drifts Nam, Kyeongsik, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.130, no.9, pp.5366 - 5393, 2020-09 |
The kth default time distribution and basket default swap pricing Choe, Geon Ho; Jang, Hyun Jin, QUANTITATIVE FINANCE, v.11, pp.1793 - 1801, 2011 |
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