Does modeling framework matter? A comparative study of structural and reduced-form models (Q2447508)
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scientific article; zbMATH DE number 6288539
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| English | Does modeling framework matter? A comparative study of structural and reduced-form models |
scientific article; zbMATH DE number 6288539 |
Statements
Does modeling framework matter? A comparative study of structural and reduced-form models (English)
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25 April 2014
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credit risk
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structural models
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reduced-form models
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default intensity
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stationary leverage
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credit default swaps
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0.84843516
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0.82286304
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0.7938951
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0.7920276
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0.7918073
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0.78881425
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