Study of Economical Data and Phenomena Using Concepts of Statistical Physics
Subject Area
Statistical Physics, Nonlinear Dynamics, Complex Systems, Soft and Fluid Matter, Biological Physics
Term
from 2006 to 2008
Project identifier
Deutsche Forschungsgemeinschaft (DFG) - Project number 18080191
Final Report Year
2008
No abstract available
Publications
-
Credit risk - A structural model with jumps and correlations. Physica A 383 (2007) 533
R. Schäfer, M. Sjölin, A. Sundin, M. Wolanski and T. Guh
DFG Programme
Research Fellowships
International Connection
Italy, Sweden