Zhang, D., & Melnik, R. V. N. (2007). Efficient estimation of default correlation for multivariate jump-diffusion processes.
Cita Chicago Style (17a ed.)Zhang, Di, y Roderick V. N. Melnik. Efficient Estimation of Default Correlation for Multivariate Jump-diffusion Processes. 2007.
Cita MLA (9a ed.)Zhang, Di, y Roderick V. N. Melnik. Efficient Estimation of Default Correlation for Multivariate Jump-diffusion Processes. 2007.
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