AMS Classification 65C30
"Stochastic differential and integral equations"
These are all the papers that have the " 65C30 " classification. Note that not all authors/journals assign MSC codes. (sorted by date)
Pricing Credit Default Swaps under Lévy Models
by Jessica Cariboni of the European Commission, and
Wim Schoutens of Katholieke Universiteit Leuven
(252K PDF) -- 23 pages -- November 22, 2004
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