Density Approach in Modeling Successive Defaults
- 期刊名称SIAM Journal on Financial Mathematics
- 作者Karoui, Nicole El; Jeanblanc, Monique; Jiao, Ying
- 卷第6卷
- 期第1期
- 电子ISSN1945-497X
- 文件大小330.39KB
- 发表时间2015-01
- DOI10.1137/130939791
- 页码1-21
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