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"Density Approach in Modeling Successive Defaults."

Nicole El Karoui, Monique Jeanblanc, Ying Jiao (2015)

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DOI: 10.1137/130939791

access: closed

type: Journal Article

metadata version: 2017-05-17

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  - https://dblp.org/rec/journals/siamfm/KarouiJJ15
Nicole El Karoui, Monique Jeanblanc, Ying Jiao:
Density Approach in Modeling Successive Defaults. SIAM J. Financial Math. 6(1): 1-21 (2015)

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