A Structural Model with Unobserved Default Boundary (Q3502208): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/13504860701718281 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2004463408 / rank | |||
Normal rank | |||
Revision as of 23:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Structural Model with Unobserved Default Boundary |
scientific article |
Statements
A Structural Model with Unobserved Default Boundary (English)
0 references
22 May 2008
0 references
structural model
0 references
equity default swaps
0 references
default boundary
0 references
jump-diffusion
0 references
