Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333): Difference between revisions
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Revision as of 01:32, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling |
scientific article |
Statements
Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (English)
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14 October 2015
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Ornstein-Uhlenbeck process
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credit risk
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survival probability
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intensity-based model
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credit default swap
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