The Omega model: from bankruptcy to occupation times in the red

Hans Gerber, Elias Siu, Hailiang Yang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

39 Citations (Scopus)

Fingerprint

Dive into the research topics of 'The Omega model: from bankruptcy to occupation times in the red'. Together they form a unique fingerprint.

Earth and Planetary Sciences

Economics, Econometrics and Finance