Open AccessStochastic and copula models for credit derivatives
Author(s) -
Chao Meng
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_dissertations.1719
Subject(s) - copula (linguistics) , mathematics , stochastic process , gaussian , hitting time , econometrics , statistical physics , computer science , statistics , mathematical analysis , physics , quantum mechanics