The Defaultable Lévy Term Structure: Ratings and Restructuring (Q4409031): Difference between revisions

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Revision as of 15:43, 5 March 2024

scientific article; zbMATH DE number 1941966
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English
The Defaultable Lévy Term Structure: Ratings and Restructuring
scientific article; zbMATH DE number 1941966

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    The Defaultable Lévy Term Structure: Ratings and Restructuring (English)
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    2003
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    default risk
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    migration process
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    market price of risk
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