Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333)
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| Language | Label | Description | Also known as |
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| English | Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling |
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Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (English)
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14 October 2015
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Ornstein-Uhlenbeck process
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credit risk
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survival probability
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intensity-based model
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credit default swap
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