APA (7th ed.) Citation

Lapolla, A. (2025). A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS.

Chicago Style (17th ed.) Citation

Lapolla, Alessio. A Recursive Formula for the $n^\text{th}$ Survival Function and the $n^\text{th}$ First Passage Time Distribution for Jump and Diffusion Processes. Applications to the Pricing of $n^\text{th}$-to-default CDS. 2025.

MLA (9th ed.) Citation

Lapolla, Alessio. A Recursive Formula for the $n^\text{th}$ Survival Function and the $n^\text{th}$ First Passage Time Distribution for Jump and Diffusion Processes. Applications to the Pricing of $n^\text{th}$-to-default CDS. 2025.