Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Joint densities of hitting times for finite state Markov processes.
Credit risk modeling, Densities of, Finite state Markov processes, Generalized phase-type distributions, Multiple first hitting times, Simultaneous hitting times, Singular parts
Joint densities of hitting times for finite state Markov processes.
Credit risk modeling, Densities of, Finite state Markov processes, Generalized phase-type distributions, Multiple first hitting times, Simultaneous hitting times, Singular parts