Showing results 1 to 3 of 3
| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
How correlation risk in basket credit derivatives might be priced and managed? Journal:IMA Journal of Management Mathematics | 2021 | 12 | ||
A Markovian infectious model for dependent default risk Journal:International Journal of Intelligent Engineering Informatics | 2011 | 131 | ||
On Correlated Defaults and Incomplete Information Journal:Journal of Industrial and Management Optimization | 2021 | 11 |