Michael B. Gordy 2012 - Central Bank Research Hub

Papers by year: All | 2013 | 2012 | 2010 | 2008 | 2007 | 2005 | 2003

Title Other author(s)

Expectations of functions of stochastic time with application to credit risk modeling

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2013-14, 26.03.2013)

On the distribution of a discrete sample path of a square-root diffusion

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-12, 01.05.2012)

Papers by year: All | 2013 | 2012 | 2010 | 2008 | 2007 | 2005 | 2003