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Results: 3
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  • Leijdekker, V., & Spreij, P. (2011). Explicit computations for a filtering problem with point process observations with applications to credit risk. Probability in the Engineering and Informational Sciences, 25(3), 393-418. https://doi.org/10.1017/S0269964811000076
  • Open Access
    Leijdekker, V. J. G., Mandjes, M. R. H., & Spreij, P. J. C. (2011). Sample-path large deviations in credit risk. Journal of applied mathematics, 2011. https://doi.org/10.1155/2011/354171
  • Open Access
    Leijdekker, V. J. G. (2010). Modeling credit risk and credit derivatives. [Thesis, fully internal, Universiteit van Amsterdam].
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