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Structural credit risk modelling with Hawkes jump diffusion processes

contributor authorYong Ma
contributor authorWeidong Xu
date accessioned2020-03-13T23:20:08Z
date available2020-03-13T23:20:08Z
date issued2016
identifier otherB5G9olkuTfJXG7i5eleFlcD9PkukpaVRaPXV1zT2e5j7gWcsCx.pdf
identifier urihttp://libsearch.um.ac.ir:80/fum/handle/fum/1472817?show=full
formatgeneral
languageEnglish
titleStructural credit risk modelling with Hawkes jump diffusion processes
typeJournal Paper
contenttypeFulltext
contenttypeFulltext
identifier padid10828126
identifier doi10.1016/j.cam.2016.02.032
journal titleJournal of Computational and Applied Mathematics
coverageAcademic
pages69-80
journal volume303
filesize489306
citations1


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