Multiname and Multiscale Default Modeling (Q3653224)

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scientific article
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English
Multiname and Multiscale Default Modeling
scientific article

    Statements

    title
    Multiname and Multiscale Default Modeling (English)
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    author
    Jean-Pierre Fouque
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    Ronnie Sircar
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    Knut Sølna
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    publication date
    21 December 2009
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    zbMATH Keywords
    defaults
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    stochastic volatility
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    asymptotic analysis
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    Identifiers

    DOI
    10.1137/080726719
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    Mathematics Subject Classification ID
    91G80
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    91G20
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    91B25
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    34E13
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    34F05
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    60G15
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    60J60
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    zbMATH DE Number
    5650722
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