Stable non-Gaussian credit risk model; the cognity approach

Borjana Racheva-Jotova, Stoyan Stoyanov, Svetlozar T. Rachev

Research output: Contribution to journal › Article › peer-review

Access to Document

@article{bd55b1379f284aef90ee6d791832b347,

title = "Stable non-Gaussian credit risk model; the cognity approach",

author = "Borjana Racheva-Jotova and Stoyan Stoyanov and Rachev, {Svetlozar T.}",

year = "2003",

doi = "10.1007/978-3-642-59365-9_10",

language = "English",

pages = "175--193",

journal = "Contributions to Economics",

issn = "1431-1933",

}

TY - JOUR

T1 - Stable non-Gaussian credit risk model; the cognity approach

AU - Racheva-Jotova, Borjana

AU - Stoyanov, Stoyan

AU - Rachev, Svetlozar T.

PY - 2003

Y1 - 2003

UR - http://www.scopus.com/inward/record.url?scp=4644245626&partnerID=8YFLogxK

U2 - 10.1007/978-3-642-59365-9_10

DO - 10.1007/978-3-642-59365-9_10

M3 - Article

AN - SCOPUS:4644245626

SP - 175

EP - 193

JO - Contributions to Economics

JF - Contributions to Economics

SN - 1431-1933

ER -