A Generalised Contagion Process with an Application to Credit Risk
Year of publication: |
2016
|
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Authors: | Dassios, Angelos |
Other Persons: | Zhao, Hongbiao (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 6, 2016 erstellt |
Classification: | C02 - Mathematical Methods ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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