Stochastic Evolution Equations in Portfolio Credit Modelling

标题
Stochastic Evolution Equations in Portfolio Credit Modelling
作者
关键词
-
出版物
SIAM Journal on Financial Mathematics
Volume 2, Issue 1, Pages 627-664
出版商
Society for Industrial & Applied Mathematics (SIAM)
发表日期
2011-09-16
DOI
10.1137/100796777

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