47th Meeting of the Euro Working Group on Financial Modelling
Type: | international conference |
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Year: | 2010 |
Participant: | PhDr. Petr Gapko Ph.D. |
Place: | Praha |
Paper: | Two Factor Credit Risk Model with Lévy Processes |
Grants: | 402/09/0965: New Approaches for monitoring and prediction of capital markets 402/09/H045 - Nelineární dynamika v peněžní ekonomii a financích. Teorie a empirické modely GAUK 46108: New Nonlinear Capital Markets Theories: Fractal, Bifurcational and Behavioral Approach |