2006/09/08 by Patrick Cheridito, Damir Filipović, Robert L. Kimmel · 3 citations
Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #Financial Risk and Volatility Modeling #Stochastic processes and financial applications
paper · pdf · doi:10.1016/j.jfineco.2005.09.008
openalex publication_date 2006/09/08 · crossref created 2006/09/08 · crossref issued 2007/01/01 · crossref published 2007/01/01 · crossref published-print 2007/01/01 · crossref deposited 2019/01/13 · openalex created_date 2025/10/10 · crossref indexed 2026/05/18 · openalex updated_date 2026/07/15