Random distribution kernels and three types of defaultable contingent payoffs (Q1735048)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7043775
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Random distribution kernels and three types of defaultable contingent payoffs |
scientific article; zbMATH DE number 7043775 |
Statements
Random distribution kernels and three types of defaultable contingent payoffs (English)
0 references
28 March 2019
0 references
random distribution kernel
0 references
representation theorem
0 references
stochastic intensity
0 references
credit/mortality risk
0 references
three types of defaultable contingent payoffs
0 references
0.7018352746963501
0 references
0.6923085451126099
0 references
0.6870042085647583
0 references
0.6832812428474426
0 references
