Open AccessThe dependence of assets and default threshold with thinning-dependence structure
Author(s) -
Yinghui Dong,
Guojing Wang
Publication year - 2012
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2012.8.391
Subject(s) - jump , jump diffusion , value (mathematics) , laplace transform , threshold limit value , econometrics , bond , mathematics , economics , statistics , physics , finance , mathematical analysis , medicine , environmental health , quantum mechanics
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