A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (Q2970318)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK |
scientific article |
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A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK (English)
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30 March 2017
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credit risk
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contagion risk
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stochastic intensity model
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jump process
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point process
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self-exciting process
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Hawkes process
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Cox process
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CIR process
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dynamic contagion process
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dynamic contagion process with diffusion
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