Structural default model with mutual obligations (Q1621641)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Structural default model with mutual obligations |
scientific article |
Statements
Structural default model with mutual obligations (English)
0 references
9 November 2018
0 references
2D structural default model
0 references
mutual obligations
0 references
joint and marginal survival probabilities
0 references
CDS and first-to-default swap prices
0 references
0 references