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Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan; Sircar, Kaushik Ronnie - In: Applied mathematical finance 16 (2009) 3/4, pp. 353-383
Persistent link: https://www.econbiz.de/10003916203
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Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre; Sircar, Kaushik Ronnie; Sølna, Knut - In: Applied mathematical finance 13 (2006) 3, pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
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Multiscale intensity models for single name credit derivatives
Papageorgiou, E.; Sircar, Kaushik Ronnie - In: Applied mathematical finance 15 (2008) 1/2, pp. 73-105
Persistent link: https://www.econbiz.de/10003751113