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"Information reduction via level crossings in a credit risk model."

Robert A. Jarrow, Philip Protter, A. Deniz Sezer (2007)

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DOI: 10.1007/S00780-006-0033-1

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/JarrowPS07
Robert A. Jarrow, Philip Protter, A. Deniz Sezer:
Information reduction via level crossings in a credit risk model. Finance Stochastics 11(2): 195-212 (2007)

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