Does modeling framework matter? A comparative study of structural and reduced-form models (Q2447508)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Does modeling framework matter? A comparative study of structural and reduced-form models |
scientific article |
Statements
Does modeling framework matter? A comparative study of structural and reduced-form models (English)
0 references
25 April 2014
0 references
credit risk
0 references
structural models
0 references
reduced-form models
0 references
default intensity
0 references
stationary leverage
0 references
credit default swaps
0 references