• Media type: E-Article
  • Title: A reflection principle for correlated defaults
  • Contributor: Patras, Frédéric
  • Published: Elsevier BV, 2006
  • Published in: Stochastic Processes and their Applications, 116 (2006) 4, Seite 690-698
  • Language: English
  • DOI: 10.1016/j.spa.2005.11.005
  • ISSN: 0304-4149
  • Keywords: Applied Mathematics ; Modeling and Simulation ; Statistics and Probability
  • Origination:
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  • Access State: Open Access