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~isPartOf:"Innovations in risk management : seminal papers from the Journal of Risk"
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Innovations in risk management : seminal papers from the Journal of Risk
Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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Evaluation of credit risk of a portfolio with stochastic interest rate and default processes
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Innovations in risk management : seminal papers from …
,
(pp. 419-456)
.
2004
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