MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040)
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scientific article; zbMATH DE number 6859724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH |
scientific article; zbMATH DE number 6859724 |
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MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (English)
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13 April 2018
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sovereign risk
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sovereign solvency
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decomposition of stopping times
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generalized density of default
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long-term government bond
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