MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1111/mafi.12136 / rank | |||
Property / DOI | |||
Property / DOI: 10.1111/MAFI.12136 / rank | |||
Normal rank |
Latest revision as of 14:56, 30 December 2024
scientific article; zbMATH DE number 6859724
Language | Label | Description | Also known as |
---|---|---|---|
English | MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH |
scientific article; zbMATH DE number 6859724 |
Statements
MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (English)
0 references
13 April 2018
0 references
sovereign risk
0 references
sovereign solvency
0 references
decomposition of stopping times
0 references
generalized density of default
0 references
long-term government bond
0 references
0 references