Author: Lipton Alexander Shelton David
Publisher: Taylor & Francis Ltd
ISSN: 1744-2508
Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.84, Iss.5-6, 2012-10, pp. : 603-624
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Modelling credit default swap spreads by means of normal mixtures and copulas
By Bee Marco
Applied Mathematical Finance, Vol. 11, Iss. 2, 2004-06 ,pp. :
Pricing Equity Swaps in an Economy with Jumps
Applied Mathematical Finance, Vol. 20, Iss. 2, 2013-04 ,pp. :
Similarity preservation in default logic
Annals of Mathematics and Artificial Intelligence, Vol. 25, Iss. 1-2, 1999-01 ,pp. :
Fuzzy Sets and Systems, Vol. 91, Iss. 3, 1997-11 ,pp. :