Stochastic Evolution Equations in Portfolio Credit Modelling (Q5388678): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2153906005 / rank | |||
Normal rank | |||
Revision as of 00:22, 20 March 2024
scientific article; zbMATH DE number 6025776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Evolution Equations in Portfolio Credit Modelling |
scientific article; zbMATH DE number 6025776 |
Statements
Stochastic Evolution Equations in Portfolio Credit Modelling (English)
0 references
19 April 2012
0 references
credit risk
0 references
structural models
0 references
empirical measure
0 references
stochastic partial differential equations
0 references
collateralized debt obligations
0 references
