ON VALUATION WITH STOCHASTIC PROPORTIONAL HAZARD MODELS IN FINANCE (Q2841334)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON VALUATION WITH STOCHASTIC PROPORTIONAL HAZARD MODELS IN FINANCE |
scientific article |
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ON VALUATION WITH STOCHASTIC PROPORTIONAL HAZARD MODELS IN FINANCE (English)
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24 July 2013
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event risk
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proportional hazard model
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Gaussian process
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affine process
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quadratic Gaussian process
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Lévy process
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time-changed Lévy process
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