CONDITIONAL CHARACTERISTIC FUNCTIONS OF MOLCHAN-GOLOSOV FRACTIONAL LÉVY PROCESSES WITH APPLICATION TO CREDIT RISK

Autor:	FINK, HOLGER
Zdroj:	Journal of Applied Probability, 2013 Dec 01. 50(4), 983-1005.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/43284140 Zobrazit plný text záznamu