Work

Cluster-based Extension of the Generalized Poisson Loss Dynamics and Consistency With Single Names

Year: 2007

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024907004342

Authors: DAMIANO BRIGO, ANDREA PALLAVICINI, ROBERTO TORRESETTI

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2019775920

FWCI: 4.731

Cites: 8

Cited by: 29

Related to: 10