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AMS 60H05


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AMS Classification 60H05
"Stochastic integrals"

These are all the papers that have the " 60H05 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

Credit Dynamics in a First Passage Time Model with Jumps
by Natalie Packham of the Frankfurt School of Finance & Management,
Lutz Schlögl of Nomura International Plc, and
Wolfgang M. Schmidt of the Frankfurt School of Finance & Management
(564K PDF) -- 34 pages -- September 2009

 

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