Credit default prediction and parabolic potential theory (Q514127): Difference between revisions
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| Property / DOI: 10.1016/j.spl.2017.01.009 / rank | |||
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| Property / OpenAlex ID: W2963216528 / rank | |||
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| Property / arXiv ID: 1608.08999 / rank | |||
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| Property / cites work: Brownian Bridges on Random Intervals / rank | |||
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| Property / cites work: Parabolic potential theory / rank | |||
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| Property / DOI: 10.1016/J.SPL.2017.01.009 / rank | |||
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Latest revision as of 20:00, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit default prediction and parabolic potential theory |
scientific article |
Statements
Credit default prediction and parabolic potential theory (English)
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28 February 2017
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default time
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predictable stopping time
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Brownian bridge on random intervals
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Riesz capacity
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Hausdorff dimension
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