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Credit risk modeling with affine processes / Darrell Duffie. -- Pisa : Scuola Normale Superiore Pubblicazioni della Classe di Scienze , 2004. -- 58 p. ; 24 cm. -- (Pubblicazioni della Classe di scienze / Scuola Normale Superiore ; . Cattedra galileiana). -- Includes bibliographical references (p. [51]-58). -- ISBN 8876421386 ; (BA72943885) ; https://ci.nii.ac.jp/ncid/BA72943885
Author Heading(s): Duffie, Darrell
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