Vincent Leijdekker

Identifiers

• name variant Vincent Leijdekker 0.60 · backfill

Papers (2)

1. Sample-path Large Deviations in Credit Risk math.PR · 2009 · author #1
2. Explicit Computations for a Filtering Problem with Point Process Observations with Applications to Credit Risk q-fin.CP · 2008 · author #1

Mentions

• 0909.5610 #1 · backfill · confidence 0.70 Vincent Leijdekker
• 0802.1407 #1 · backfill · confidence 0.70 Vincent Leijdekker

Frequent Coauthors

• Peter Spreij 2 shared papers
• Michel Mandjes 1 shared papers