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INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES.

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Title: INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES.
Authors: LEUNGA, CHARLES GUY NJIKE1 (AUTHOR) charles.njikeleunga@uclouvain.be, HAINAUT, DONATIEN1 (AUTHOR) donatien.hainaut@uclouvain.be
Source: International Journal of Theoretical & Applied Finance. Sep2020, Vol. 23 Issue 6, pN.PAG-N.PAG. 32p.
Database: Mathematics Source
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        Value: 10.1142/S0219024920500399
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      – Code: eng
        Text: English
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        PageCount: 32
        StartPage: N.PAG
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      – TitleFull: INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES.
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              Text: Sep2020
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