Time-Changed Birth Processes and Multiname Credit Derivatives (Q3100403): 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 10:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Changed Birth Processes and Multiname Credit Derivatives |
scientific article |
Statements
Time-Changed Birth Processes and Multiname Credit Derivatives (English)
0 references
24 November 2011
0 references
asset pricing
0 references
portfolio credit derivatives
0 references
risk management
0 references
hedging
0 references
self-exciting point processes
0 references
birth process
0 references
time change
0 references
