The dependence of assets and default threshold with thinning-dependence structure (Q2358872)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The dependence of assets and default threshold with thinning-dependence structure |
scientific article |
Statements
The dependence of assets and default threshold with thinning-dependence structure (English)
0 references
16 June 2017
0 references
dependent jump-diffusion processes
0 references
default time
0 references
default probability
0 references
defaultable bond
0 references
0 references