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"Affine Point Processes and Portfolio Credit Risk."

Eymen Errais, Kay Giesecke, Lisa R. Goldberg (2010)

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DOI: 10.1137/090771272

access: closed

type: Journal Article

metadata version: 2017-05-17

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  - https://dblp.org/rec/journals/siamfm/ErraisGG10
Eymen Errais, Kay Giesecke, Lisa R. Goldberg:
Affine Point Processes and Portfolio Credit Risk. SIAM J. Financial Math. 1(1): 642-665 (2010)

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