Time reversal and last passage time of diffusions with applications to credit risk management
Crossref DOI link: https://doi.org/10.1007/s00780-020-00423-6
Published Online: 2020-05-18
Published Print: 2020-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Egami, Masahiko
Kevkhishvili, Rusudan
Text and Data Mining valid from 2020-05-18
Version of Record valid from 2020-05-18
Article History
Received: 1 March 2019
Accepted: 26 February 2020
First Online: 18 May 2020