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Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps
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- Journal:
- Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 404-419
- Print publication:
- June 2011
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A simple construction of an upper bound for the mean of the maximum of n identically distributed random variables
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- Journal:
- Journal of Applied Probability / Volume 22 / Issue 4 / December 1985
- Published online by Cambridge University Press:
- 14 July 2016, pp. 844-851
- Print publication:
- December 1985
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