Flexing the default barrier (Q2866385)

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Flexing the default barrier
scientific article

    Statements

    title
    Flexing the default barrier (English)
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    author
    Gregor Dorfleitner
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    Paul Schneider
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    Tanja Veža
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    publication date
    13 December 2013
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    zbMATH Keywords
    credit default swap
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    structural model
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    default boundary
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    Green's function
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    calibration
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    91G20
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    91G60
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    zbMATH DE Number
    6238228
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