Credit risk with infinite dimensional Lévy processes
Year of publication: |
2005
|
---|---|
Authors: | Özkan, Fehmi ; Schmidt, Thorsten |
Published in: |
Statistics & Decisions. - Oldenbourg Wissenschaftsverlag GmbH, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 23.2005, 4, p. 281-299
|
Publisher: |
Oldenbourg Wissenschaftsverlag GmbH |
Subject: | Lévy random fields | infinite dimensional models | ratings | credit risk |
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