Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro (2010). A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. International journal of theoretical and applied finance IJTAF, 13(8), pp. 1223-1240. River Edge, N.J.: World Scientific 10.1142/S0219024910006170
Full text not available from this repository.Item Type: |
Journal Article (Original Article) |
---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Cirillo, Pasquale, Hüsler, Rudolf Jürg |
ISSN: |
0219-0249 |
Publisher: |
World Scientific |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
04 Oct 2013 14:16 |
Last Modified: |
05 Dec 2022 14:04 |
Publisher DOI: |
10.1142/S0219024910006170 |
URI: |
https://boris.unibe.ch/id/eprint/4789 (FactScience: 209420) |