EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9965|26|4|748-784

ISSN: 0960-1627

Source: MATHEMATICAL FINANCE, Vol.26, Iss.4, 2016-10, pp. : 748-784

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract