DBLP Record 'journals/corr/abs-cs-0702165'

BibTeX

@article{DBLP:journals/corr/abs-cs-0702165,
  author    = {Di Zhang and
               Roderick V. N. Melnik},
  title     = {Efficient estimation of default correlation for multivariate
               jump-diffusion processes},
  journal   = {CoRR},
  volume    = {abs/cs/0702165},
  year      = {2007},
  ee        = {http://arxiv.org/abs/cs/0702165},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}