The dependence of assets and default threshold with thinning-dependence structure (Q2358872)
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scientific article; zbMATH DE number 6732050
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The dependence of assets and default threshold with thinning-dependence structure |
scientific article; zbMATH DE number 6732050 |
Statements
The dependence of assets and default threshold with thinning-dependence structure (English)
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16 June 2017
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dependent jump-diffusion processes
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default time
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default probability
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defaultable bond
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0.7980392575263977
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0.7712432146072388
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0.7612461447715759
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0.7479581832885742
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0.7474963068962097
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