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~isPartOf:"Finance and stochastics"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Insolvency"
~subject:"Kreditrisiko"
~subject:"World"
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Finance and stochastics
The journal of fixed income
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
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