The Defaultable Lévy Term Structure: Ratings and Restructuring (Q4409031): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/1467-9965.00017
+Normal rank
@@ Property / OpenAlex ID @@
+W2060061155
@@ Property / OpenAlex ID: W2060061155 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical models based on counting processes
@@ Property / cites work: Statistical models based on counting processes / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling of the Defaultable Term Structure: Conditionally Markov Approach
+Normal rank
@@ Property / cites work @@
+Multiple Ratings Model of Defaultable Term Structure
+Normal rank
@@ Property / cites work @@
+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a general theory of bond markets
@@ Property / cites work: Towards a general theory of bond markets / rank @@
+Normal rank
@@ Property / cites work @@
+Term Structure Models Driven by General Levy Processes
+Normal rank
@@ Property / cites work @@
+Q4335866
@@ Property / cites work: Q4335866 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4350437
@@ Property / cites work: Q4350437 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4486401
@@ Property / cites work: Q4486401 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank