Subject
Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software
Reference31 articles.
1. Handbook of Mathematical Functions: with Formulas, Graphs, and Mathematical Tables;Abramowitz,1972
2. Special Functions;Andrews,2001
3. Lévy Processes and Stochastic Calculus;Applebaum,2004
4. The eigenfunction expansion method in multi-factor quadratic term structure models;Boyarchenko;Math. Finance,2007
5. D. Brigo, N. El-Bachir, Credit derivatives pricing with a smile-extended jump stochastic intensity model, Working paper, 2006.
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献