Structural credit risk modelling with Hawkes jump diffusion processes
Year
: 2016DOI: 10.1016/j.cam.2016.02.032
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Structural credit risk modelling with Hawkes jump diffusion processes
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| contributor author | Yong Ma | |
| contributor author | Weidong Xu | |
| date accessioned | 2020-03-13T23:20:08Z | |
| date available | 2020-03-13T23:20:08Z | |
| date issued | 2016 | |
| identifier other | B5G9olkuTfJXG7i5eleFlcD9PkukpaVRaPXV1zT2e5j7gWcsCx.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/1472817 | |
| format | general | |
| language | English | |
| title | Structural credit risk modelling with Hawkes jump diffusion processes | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 10828126 | |
| identifier doi | 10.1016/j.cam.2016.02.032 | |
| journal title | Journal of Computational and Applied Mathematics | |
| coverage | Academic | |
| pages | 69-80 | |
| journal volume | 303 | |
| filesize | 489306 | |
| citations | 1 |