Credit risk modeling with affine processes (Q5226704): Difference between revisions
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| Property / DOI: 10.1016/j.jbankfin.2005.02.006 / rank | |||
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| Property / author: J. Darrell Duffie / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.jbankfin.2005.02.006 / rank | |||
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| Property / OpenAlex ID: W4211159534 / rank | |||
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| Property / DOI: 10.1016/J.JBANKFIN.2005.02.006 / rank | |||
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Latest revision as of 16:26, 30 December 2024
scientific article; zbMATH DE number 7088126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk modeling with affine processes |
scientific article; zbMATH DE number 7088126 |
Statements
Credit risk modeling with affine processes (English)
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1 August 2019
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credit risk
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affine processes
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default correlation
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first to default
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