A fractional credit model with long range dependent default rate
| Autor: | Biagini, Francesca, Fink, Holger, Klüppelberg, Claudia |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications April 2013 123(4):1319-1347 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Biagini, Francesca, Fink, Holger, Klüppelberg, Claudia |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications April 2013 123(4):1319-1347 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect