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zbMath1080.91025MaRDI QIDQ3160492

Claudio Albanese, Oliver X. Chen

Publication date: 9 February 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

credit risk models Jacobi process discretization schemes Hahn process

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Difference operators (39A70)

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