Time-Changed Birth Processes and Multiname Credit Derivatives (Q3100403): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125774895 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 23:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Changed Birth Processes and Multiname Credit Derivatives |
scientific article |
Statements
Time-Changed Birth Processes and Multiname Credit Derivatives (English)
0 references
24 November 2011
0 references
asset pricing
0 references
portfolio credit derivatives
0 references
risk management
0 references
hedging
0 references
self-exciting point processes
0 references
birth process
0 references
time change
0 references
