DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (Q5061485): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3202389187 / rank | |||
Normal rank | |||
Revision as of 09:43, 30 July 2024
scientific article; zbMATH DE number 7488279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES |
scientific article; zbMATH DE number 7488279 |
Statements
DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES (English)
0 references
11 March 2022
0 references
credit risk
0 references
arbitrage
0 references
HJM
0 references
forward rate
0 references
default compensator
0 references
large financial market
0 references
recovery
0 references
term structure model
0 references
stochastic discontinuities
0 references
0 references
0 references
0 references
