DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (Q4635039): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1411.4851 / rank | |||
Normal rank | |||
Revision as of 19:24, 19 April 2024
scientific article; zbMATH DE number 6859723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM |
scientific article; zbMATH DE number 6859723 |
Statements
DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM (English)
0 references
13 April 2018
0 references
credit risk
0 references
HJM
0 references
forward rate
0 references
structural approach
0 references
reduced-form approach
0 references
Azéma supermartingale
0 references
affine processes
0 references
filtering
0 references
