"Numerical analysis of an extended structural default model with mutual ..."

Vadim Kaushansky, Alexander Lipton, Christoph Reisinger (2018)

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DOI: 10.1016/J.JOCS.2017.05.012

access: closed

type: Journal Article

metadata version: 2020-02-25

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Vadim Kaushansky, Alexander Lipton, Christoph Reisinger:
Numerical analysis of an extended structural default model with mutual liabilities and jump risk. J. Comput. Sci. 24: 218-231 (2018)

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