default search action
"Affine Point Processes and Portfolio Credit Risk."
Eymen Errais, Kay Giesecke, Lisa R. Goldberg (2010)
- Eymen Errais, Kay Giesecke
, Lisa R. Goldberg:
Affine Point Processes and Portfolio Credit Risk. SIAM J. Financial Math. 1(1): 642-665 (2010)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
last updated on 2024-05-07 20:25 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: