Credit risk modeling with affine processes (Q5226704): 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/10.1016/j.jbankfin.2005.02.006 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4211159534 / rank | |||
Normal rank | |||
Revision as of 23:43, 19 March 2024
scientific article; zbMATH DE number 7088126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk modeling with affine processes |
scientific article; zbMATH DE number 7088126 |
Statements
Credit risk modeling with affine processes (English)
0 references
1 August 2019
0 references
credit risk
0 references
affine processes
0 references
default correlation
0 references
first to default
0 references
