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Among the eminent contributors are Paul Malliavin and Shinzo Watanabe, pioneers of Malliavin Calculus. The coverage also includes a valuable review of current research on credit risks in a mathematically sophisticated way contrasting with existing economics-oriented articles.
Author(s): Jiro Akahori, Shigeyoshi Ogawa, Shinzo Watanabe
Publisher: World Scientific Publishing Company
Year: 2006
Language: English
Pages: 228