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Multi-scale time-changed birth processes for pricing multi-name credit derivatives
Bayraktar, Erhan; Yang, Bo - In: Applied mathematical finance 16 (2009) 5/6, pp. 429-449
Persistent link: https://www.econbiz.de/10003916633
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Consistency problems for jump-diffusion models
Bayraktar, Erhan; Chen, Li; Poor, H. Vincent - In: Applied mathematical finance 12 (2005) 2, pp. 101-119
Persistent link: https://www.econbiz.de/10002989902
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Consistency Problems for Jump-diffusion Models
Bayraktar, Erhan; Chen, Li; Poor, H.Vincent - In: Applied mathematical finance 12 (2005) 2, pp. 101-120
Persistent link: https://www.econbiz.de/10008214120