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pro vyhledávání: '"Ikpe, Dennis C"'
Autor:
Ikpe, Dennis Chinemerem
In this thesis, we study random bridges of a certain class of Lévy processes and their applications to credit risky asset pricing. In the first part, we construct the compound random bridges(CLRBs) and analyze some tools and properties that make the
Externí odkaz:
http://hdl.handle.net/11427/20681
