Structural Credit Risks with Non-Gaussian and Serially Correlated Innovations
Kawada, Akihiro; Shiohama, Takayuki
- 期刊名称American Journal of Mathematical and Management Sciences
- 作者Kawada, Akihiro; Shiohama, Takayuki
- 卷第35卷
- 期第2期
- 印刷ISSN0196-6324
- 电子ISSN2325-8454
- 文件大小963.11KB
- 发表时间2016-04-02
- DOI10.1080/01966324.2015.1126208
- 页码143-158