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"Time-Changed Birth Processes and Multiname Credit Derivatives."

Xiaowei Ding, Kay Giesecke, Pascal I. Tomecek (2009)

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DOI: 10.1287/OPRE.1080.0652

access: closed

type: Journal Article

metadata version: 2024-05-07

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  - journals/ior/DingGT09
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Xiaowei Ding, Kay Giesecke, Pascal I. Tomecek:
Time-Changed Birth Processes and Multiname Credit Derivatives. Oper. Res. 57(4): 990-1005 (2009)

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