INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES.
Saved in:
| 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 |
Be the first to leave a comment!
