Original language | English |
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Pages (from-to) | 158-180 |
Number of pages | 23 |
Journal | Journal of the Operations Research Society of Japan |
Volume | 55 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2012 |
Evaluation of Cumulative Random Shocks Generated from a Semi-Markov Modulated Poisson Process and its Application to Cdo Pricing
J. Huang, U. Sumita
Research output: Contribution to Journal › Article › Academic › peer-review