Defaultable bonds with an infinite number of Lévy factors (Q3066637): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:47, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Defaultable bonds with an infinite number of Lévy factors |
scientific article |
Statements
Defaultable bonds with an infinite number of Lévy factors (English)
0 references
11 January 2011
0 references
Lévy processes
0 references
defaultable bonds
0 references
credit misk
0 references
conditional Markov chain
0 references
