A collateralized loan’s loss under a quadratic Gaussian default intensity process (Q5400664): Difference between revisions
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Revision as of 21:21, 5 March 2024
scientific article; zbMATH DE number 6265444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A collateralized loan’s loss under a quadratic Gaussian default intensity process |
scientific article; zbMATH DE number 6265444 |
Statements
A collateralized loan’s loss under a quadratic Gaussian default intensity process (English)
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4 March 2014
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credit risk
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stochastic processes
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Gaussian processes
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correlation structures
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continuous-time models
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debt valuation
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