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Structural Credit Risks with Non-Gaussian and Serially Correlated Innovations

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
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