Advanced Mathematics and Computations for Innovation and Sustainability of Modern Statistics Laboratory

Author:

Olosunde Akinlolu Adeseye,Makinde Olufunmilayo Deborah,Soyinka Ajibola Taiwo,Ayodeji Idowu Oluwasayo,Babalola Adeboye Regina,Adeoti Ebun Ire-Tania

Publisher

Springer Nature Switzerland

Reference11 articles.

1. Bagnoli, M., Bergstrom, K., & Wellner, J. A. (2009). Log-concave probability and its applications. Econometric Theory, 26, 445–469.

2. Black, F., & Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economics, 81, 637–659.

3. Gray, D. C., Osuntuyi, A. A., & Olosunde, A. A. (2021). Exponential power jump diffusion model applied to credit risk. LAP Lambert Academic Publishing.

4. Guenther, W. (2009). Inference and modelling with log-concave distributions. Statistical Science, 24(3), 319–327.

5. Hoi, Y. W., & Chin, P. L. (2006). Estimating jump-diffusion structural credit risk models. The Chinese University of Hong Kong, 45, 16–28.

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