Defaultable bonds with an infinite number of Lévy factors (Q3066637): Difference between revisions
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| Property / author: Jacek Jakubowski / rank | |||
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| Property / author: Mariusz Andrzej Niewȩgłowski / rank | |||
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| Property / author: Jacek Jakubowski / rank | |||
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| Property / author: Mariusz Andrzej Niewȩgłowski / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W1994979734 / rank | |||
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| Property / arXiv ID: 0909.4089 / rank | |||
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Latest revision as of 11:09, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Defaultable bonds with an infinite number of Lévy factors |
scientific article |
Statements
Defaultable bonds with an infinite number of Lévy factors (English)
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11 January 2011
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Lévy processes
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defaultable bonds
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credit misk
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conditional Markov chain
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