"Stochastic Evolution Equations in Portfolio Credit Modelling."

N. Bush et al. (2011)

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DOI: 10.1137/100796777

access: closed

type: Journal Article

metadata version: 2019-02-21

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N. Bush, Ben M. Hambly, Helen Haworth, L. Jin, Christoph Reisinger:
Stochastic Evolution Equations in Portfolio Credit Modelling. SIAM J. Financial Math. 2(1): 627-664 (2011)

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