BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives (Q3622841): Difference between revisions
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Revision as of 17:03, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives |
scientific article |
Statements
BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives (English)
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28 April 2009
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BSLP model
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bivariate spread-loss portfolio model
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stochastic intensity BSLP model
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option pricing
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