On cox processes and credit risky securities

Lando, D. (1998). On cox processes and credit risky securities.

Type

Unclassified

Intellectual base

Unclassified

Year

1998

DOI

10.1007/bf01531332

Link

https://doi.org/10.1007/bf01531332

Cited by

1 citation across 1 artifact.

Domain-specific

• Cox process
  • … measure and its law, conditional Poisson definition, local finiteness, intensity and pair-correlation quantities, stationarity if claimed and inference or simulation assumptions are explicit. to An applied instance preserves the same invariant under changed scale, notation, jurisdiction, dataset, or implementation..

Verification

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Registry ID ref:bbd19056ebd7 · see in the full table