Discrete credit barrier models (Q5711163)

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scientific article; zbMATH DE number 2237351
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English
Discrete credit barrier models
scientific article; zbMATH DE number 2237351

    Statements

    title
    Discrete credit barrier models (English)
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    author
    Claudio Albanese
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    Oliver X. Chen
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    publication date
    9 December 2005
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    Mathematics Subject Classification ID
    91B28
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    91B74
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    93E03
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    zbMATH DE Number
    2237351
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    zbMATH Keywords
    credit process
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    discrete credit barrier model
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