A Structural Model with Unobserved Default Boundary (Q3502208)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Structural Model with Unobserved Default Boundary |
scientific article |
Statements
A Structural Model with Unobserved Default Boundary (English)
0 references
22 May 2008
0 references
structural model
0 references
equity default swaps
0 references
default boundary
0 references
jump-diffusion
0 references
