Precautionary measures for credit risk management in jump models (Q5411898): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1004.0595 / rank | |||
Normal rank | |||
Revision as of 01:59, 20 April 2024
scientific article; zbMATH DE number 6288388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precautionary measures for credit risk management in jump models |
scientific article; zbMATH DE number 6288388 |
Statements
Precautionary measures for credit risk management in jump models (English)
0 references
25 April 2014
0 references
credit risk management
0 references
double exponential jump diffusion
0 references
spectrally negative Lévy processes
0 references
scale functions
0 references
optimal stopping
0 references
