Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (Q2642592): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing credit default swap in a non-homogeneous semi-Markovian rating based model |
scientific article |
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Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (English)
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17 August 2007
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non-homogeneous semi-Markov processes
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credit risk
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stochastic recovery rate
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default swap
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reliability
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