Modelling stylized features in default rates (Q5430337): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 21:57, 5 March 2024
scientific article; zbMATH DE number 5220036
Language | Label | Description | Also known as |
---|---|---|---|
English | Modelling stylized features in default rates |
scientific article; zbMATH DE number 5220036 |
Statements
Modelling stylized features in default rates (English)
0 references
16 December 2007
0 references
default probability
0 references
diffusion process
0 references
Beta distribution
0 references
Moody's classes
0 references