Structural credit risk models with subordinated processes

DOI10.1155/2013/138272zbMath1397.91587OpenAlexW2027811848WikidataQ59001775 ScholiaQ59001775MaRDI QIDQ1789762

Sergio Ortobelli Lozza, Rosella Giacometti, Martin Gurny

Publication date: 10 October 2018

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/138272

Mathematics Subject Classification ID

Credit risk (91G40)

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