INSTITUTE OF APPLIED MATHEMATICS
  • 2006:
    1. Some extensions to creditrisk: FFT, FFT-Panjer and Poisson-INAR process. K.K. Nazlıben. Master's thesis, Middle East Technical University, 2006. BibTeX ]
      @mastersthesis{Nazliben2006,
        author        = {K. Korhan Nazlıben},
        title         = {Some extensions to creditrisk: {FFT}, {FFT}-{P}anjer and {P}oisson-INAR process},
        school        = {Middle East Technical University},
        year          = {2006},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
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