An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account (Q1685063)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account |
scientific article |
Statements
An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account (English)
0 references
13 December 2017
0 references
mean reversion process
0 references
discretization
0 references
finite volume method
0 references
cash-flow driven project finance
0 references
default probability
0 references
