DefaultRisk.com the web's biggest credit risk modeling resource.

Credit Jobs

Home Glossary Links FAQ / About Site Guide Search
AMS 60J65


Submit Your Paper

In Rememberance: World Trade Center (WTC)

AMS Classification 60J65
"Brownian motion"

These are all the papers that have the " 60J65 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

A Jump to Default Extended CEV Model: An application of Bessel processes
by Peter Carr of Bloomberg & NYU Courant Institute, and
Vadim Linetsky of Northwestern University
(284K PDF) -- 25 pages -- September 2006

 

[Home] [AMS Classification]

 

[ Home ] [ Search ]

Please contact me with problems or suggestions.
Copyright © 2000-2013 DefaultRisk.com