Precautionary measures for credit risk management in jump models (Q5411898): Difference between revisions
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Revision as of 20:31, 5 March 2024
scientific article; zbMATH DE number 6288388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precautionary measures for credit risk management in jump models |
scientific article; zbMATH DE number 6288388 |
Statements
Precautionary measures for credit risk management in jump models (English)
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25 April 2014
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credit risk management
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double exponential jump diffusion
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spectrally negative Lévy processes
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scale functions
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optimal stopping
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