On Cox processes and credit risky securities
Year of publication: |
1998
|
---|---|
Authors: | Lando, David |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 2.1998, 2/3, p. 99-120
|
Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Theorie | Theory |
-
Walker, Michael B., (2009)
-
Liu, Xianghua, (2014)
-
Bianchi, Michele Leonardo, (2015)
- More ...
-
On correlation in intensity models
Lando, David, (2004)
-
Non-parametric analysis of rating transition and default data
Fledelius, Peter, (2006)
-
Lando, David, (2009)
- More ...