Levy Processes in Credit Risk

By Wim Schoutens, Jessica Cariboni. 2009

90 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/4f4bddcf899b139363e62b3fde5905e98ff210dc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Juan Carlos Pardo
2. Alexey Kuznetsov
3. K. Schaik
4. Pierre Patie
5. Andreas E. Kyprianou
6. Lotfi Boudabsa
7. Mateusz Kwaśnicki

Citations in the corpus

• A Wiener–Hopf Monte Carlo simulation technique for Lévy processes (2009, background): “Jan. 2021 The Annals of Applied Probability 2011, Vol. 21, No. 6, 2171–2190 DOI: 10.1214/10-AAP746 © Institute of Mathematical Statistics, 2011”