Absence of firm default in the two-jump model

MaRDI QIDQ2896607zbMATH OpenFDO

Authors L. S. Terent'eva

Publication date 16 July 2012

Published in Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

estimation of default riskevolution of the valueexternal financinginternal yieldrisk function

Mathematics Subject Classification ID

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