"Sample-Path Large Deviations in Credit Risk."

Vincent J. G. Leijdekker, M. R. H. Mandjes, Peter Spreij (2011)

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DOI: 10.1155/2011/354171

access: open

type: Journal Article

metadata version: 2020-07-16

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Vincent J. G. Leijdekker, M. R. H. Mandjes, Peter Spreij:
Sample-Path Large Deviations in Credit Risk. J. Appl. Math. 2011: 354171:1-354171:28 (2011)

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