On the conditional default probability in a regulated market: a structural approach (Q2866382): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/14697680903473278 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3123205171 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the first passage times of reflected O-U processes with two-sided barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine processes and applications in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Term Structures of Credit Spreads with Incomplete Accounting Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the transition densities for reflected diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with reflecting boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion / rank
 
Normal rank

Latest revision as of 04:37, 7 July 2024

scientific article
Language Label Description Also known as
English
On the conditional default probability in a regulated market: a structural approach
scientific article

    Statements