A Structural Model with Unobserved Default Boundary (Q3502208)

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A Structural Model with Unobserved Default Boundary
scientific article

    Statements

    title
    A Structural Model with Unobserved Default Boundary (English)
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    author
    Thorsten Schmidt
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    Q222035
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    publication date
    22 May 2008
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    zbMATH Keywords
    structural model
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    equity default swaps
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    default boundary
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    jump-diffusion
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    Identifiers

    zbMATH DE Number
    5278248
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